<SEC-DOCUMENT>0001534254-16-000210.txt : 20160314
<SEC-HEADER>0001534254-16-000210.hdr.sgml : 20160314
<ACCEPTANCE-DATETIME>20160311191606
ACCESSION NUMBER:		0001534254-16-000210
CONFORMED SUBMISSION TYPE:	10-K
PUBLIC DOCUMENT COUNT:		13
CONFORMED PERIOD OF REPORT:	20151231
FILED AS OF DATE:		20160314
DATE AS OF CHANGE:		20160311

FILER:

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

	FILING VALUES:
		FORM TYPE:		10-K
		SEC ACT:		1934 Act
		SEC FILE NUMBER:	814-00941
		FILM NUMBER:		161502204

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

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

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

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>


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

<div align=center>

<table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;width:100%;">
 <tr style="height:17.5pt;">
  <td valign=top width=27% style="border:none;height:17.5pt;padding:0in 6.5pt 0in 0in;">
  <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 width=47% style="border:none;height:17.5pt;padding:0in 6.5pt 0in 0in;">
  <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-K&nbsp;</font></b></p>
  </td>
 <td valign=top width=26% style="border:none;height:17.5pt;padding:0in 6.5pt 0in 0in;">
  <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>
</table>


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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>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.95pt;page-break-inside:avoid;">
  <td valign=top width=6% style="height:13.95pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;">[x]</font></p>
  </td>
 <td valign=top width=94% style="height:13.95pt;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">ANNUAL 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 fiscal year 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;">December&nbsp;31,
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=27% 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=46% 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=27% 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=27% 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=46% 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=27% 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;">Registrant&#8217;s telephone number, including area code</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;">(212)&nbsp;418-4700&nbsp;</font></u></b></p>

<p align=center style="margin:0in;margin-bottom:6.0pt;margin-left:0in;margin-right:0in;margin-top:6.0pt;text-align:center;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Securities registered pursuant to Section&nbsp;12(b) of the 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=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;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;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Title of each class</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;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;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Name of each exchange on which registered</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>
<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 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;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">None</font></b></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;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">Not applicable</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>
</table>


</div>


<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;">Securities registered pursuant to Section&nbsp;12(g) of the Act:</font></p>

<div align=left><table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;width:100%;">
 <tr style="height:12.95pt;">
  <td valign=top width=27% style="border:none;height:12.95pt;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=bottom width=46% style="border:none;border-bottom:solid windowtext 1.0pt;height:12.95pt;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;">Common Stock, par value $0.001 per share</font></b></p>
  </td>
 <td valign=top width=27% style="border:none;height:12.95pt;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 style="height:12.95pt;">
  <td valign=top width=27% style="border:none;height:12.95pt;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 width=46% style="border:none;height:12.95pt;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;">(Title of class)</font></p>
  </td>
 <td valign=top width=27% style="border:none;height:12.95pt;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: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 if the registrant is a
well-known seasoned issuer, as defined in Rule 405 of the Securities Act. </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;">Yes [&#160; ] No [x]</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-top:5.0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Indicate by check mark if the registrant is not
required to file reports pursuant to Section 13 or Section 15(d) of the Act. </font></p>

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

<p style="margin:0in;margin-bottom:.0001pt;margin-top:5.0pt;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: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:.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</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">
by check mark if disclosure of delinquent filers pursuant to Item 405 of
Regulation S-K (&#167;229.405 of this chapter) is not contained herein, and will not
be contained, to the best of registrant&#8217;s knowledge, in definitive proxy or
information statements incorporated by reference in Part III of this Form 10-K
or any amendment to this Form 10-K.</font></p>

<p align=right style="margin:0in;margin-bottom:6.0pt;text-align:right;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">[&#160; ]</font></p>

<p style="margin:0in;margin-bottom: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 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>


<DIV bclFooter>


<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_2"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>


</DIV>
<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;">There is no established market for the Registrant&#8217;s
shares of common stock. The Registrant is currently conducting an ongoing follow-on
public offering of its shares of common stock pursuant to a Registration
Statement on Form N-2, as amended (File No. 333-203683), which shares are being
sold at $9.40 per share, with discounts available for certain categories of
purchasers, or at a price necessary to ensure that shares are not sold at a
price below net asset value per share.</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 March 9, 2016 was 104,245,959. </font></p>

<p align=center style="margin:0in;margin-bottom:5.0pt;margin-left:0in;margin-right:0in;margin-top:5.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Documents Incorporated by Reference</font></b></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;">Portions of the Registrant&#8217;s definitive Proxy Statement relating to the
Registrant&#8217;s 2016 Annual Meeting of Shareholders, to be filed with the
Securities and Exchange Commission within 120 days following the end of the
Registrant&#8217;s fiscal year, are incorporated by reference in Part III of this
Annual Report on Form 10-K as indicated herein. </font></p>


<DIV bclFooter>


<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_3"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>


</DIV>
<p align=center style="margin:0in;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:0in;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-K</font></b></p>

<p align=center style="margin:0in;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>

<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:0in;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:0in;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:0in;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:0in;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:0in;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Part1"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">PART I</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Business"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 1. Business</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">&#160; 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:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Risks"><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:0in;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;">27</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item1B"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 1B. Unresolved Staff Comments</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">50</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item2"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 2. Properties</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">50</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;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. 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:0in;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;">50</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;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. 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:0in;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;">50</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;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</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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:0in;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:0in;margin-bottom:.0001pt;margin-left:46.1pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-31.5pt;"><a href="#Item5"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 5. Market for Registrant&#8217;s Common
  Equity, Related Shareholder Matters and Issuer Purchases of Equity Securities</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">51</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item6"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 6. Selected Financial Data</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">55</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item7"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 7. 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:0in;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">57</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item7A"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 7A. 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:0in;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;">76</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item8"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item 8. Consolidated Financial Statements and Supplementary
  Data</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">77</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item9"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;9. Changes in and Disagreements With Accountants on
  Accounting and Financial Disclosure</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">119</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item9A"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;9A. 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:0in;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;">119</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item9B"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;9B. 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:0in;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;">120</font></p>
  </td>
 </tr>
<tr style="height:21.15pt;">
  <td width=5% style="border:none;height:21.15pt;padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td width=81% style="border:none;height:21.15pt;padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-13.5pt;"><a href="#Part3"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">PART III</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:21.15pt;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item10"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;10. Directors, Executive Officers and Corporate
  Governance</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">121</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item11"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;11. Executive Compensation</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">121</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item12"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;12. Security Ownership of Certain Beneficial Owners
  and Management and Related Shareholder Matters</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">121</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item13"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;13. Certain Relationships and Related Transactions,
  and Director Independence</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">121</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item14"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;14. Principal Accounting Fees and Services</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">121</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;margin-bottom:.0001pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-10.0pt;"><a href="#Part4"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">PART IV</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;margin-left:0in;margin-right:14.75pt;margin-top:0in;text-align:right;"><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:0in;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:0in;margin-bottom:.0001pt;margin-left:14.6pt;margin-right:0in;margin-top:0in;text-align:justify;"><a href="#Item15"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Item&nbsp;15. Exhibits, Financial Statement Schedules</font></u></a></p>
  </td>
 <td width=14% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p align=center style="margin:0in;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;">122</font></p>
  </td>
 </tr>
<tr style="height:.3in;">
  <td width=5% style="border:none;height:.3in;padding:0in .05in 0in .05in;">
  <p style="margin:0in;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:0in;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:0in;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;">124</font></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">&#160;&nbsp;</font></p>








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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name=Item1Business></a><a name="Item1Business_bclEnd"></a><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Forward-Looking Statements</font></b></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;">Some of the statements within this Annual
Report on Form 10-K constitute forward-looking statements because they relate
to future events or our future performance or financial condition. The
forward-looking statements contained in this Annual Report on Form 10-K may
include statements as to:</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:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">our future
operating results;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">our business
prospects and the prospects of our portfolio companies;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the impact of the
investments that we expect to make;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the ability of our
portfolio companies to achieve their objectives;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">our current and
expected financings and investments;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the adequacy of
our cash resources, financing sources and working capital;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the use of
borrowed money to finance a portion of our investments;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the timing of cash
flows, if any, from the operations of our portfolio companies;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">our contractual
arrangements and relationships with third parties;</font></p>

<p style="margin:0in;margin-bottom:1.0pt;margin-left:.75in;margin-right:0in;margin-top:1.0pt;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 actual and potential conflicts
of interest with C&#298;ON Investment Management, LLC, or CIM, and Apollo
Global Management, LLC, or Apollo, and their respective affiliates;</font></p>

<p style="margin:0in;margin-bottom:2.0pt;margin-left:.75in;margin-right:0in;margin-top:1.0pt;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 ability of CIM and Apollo
Investment Management, L.P., or AIM, a subsidiary of Apollo and a registered
investment adviser under the Investment Advisers Act of 1940, as amended, or
the Advisers Act, to locate suitable investments for us and the ability of CIM
to monitor and administer our investments;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the ability of CIM
and AIM and their respective affiliates to attract and retain highly talented
professionals;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the dependence of
our future success on the general economy and its impact on the industries in
which we invest;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the effects of a
changing interest rate environment;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">our ability to
source favorable private investments;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">our tax status;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the effect of
changes to tax legislation and our tax position;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the tax status of
the companies in which we invest; and</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">the timing and
amount of distributions and dividends from the companies in which we invest.</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, 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 Annual Report on Form 10-K 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 I of this Annual Report
on Form 10-K. Other factors that could cause actual results to differ
materially include:</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:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;line-height:150%;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:150%;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:150%;">changes in the
economy;</font></p>

<p style="margin:0in;margin-bottom:1.0pt;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;">risks associated with possible
disruption in our operations or the economy generally due to terrorism or
natural disasters; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;margin-right:0in;margin-top:1.0pt;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;">future changes in laws or
regulations and conditions in our operating areas.</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 have based the forward-looking
statements on information available to us on the date of this Annual Report on
Form 10-K. 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 Securities and Exchange
Commission, or 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 Annual Report on Form 10-K are excluded from the safe harbor
protection provided by Section 27A of the Securities Act of 1933, as amended,
or the Securities Act, and Section 21E of the Securities Exchange Act of 1934,
as amended, or the Exchange Act.</font></p>

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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">1</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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</DIV>
<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;">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></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;">Item 1. Business</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &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;">C&#298;ON Investment Corporation, or the
Company, was incorporated under the general corporation laws of the State of
Maryland on August 9, 2011. When used in this Annual Report on Form 10-K, the
terms &#8220;we,&#8221; &#8220;us,&#8221; &#8220;our&#8221; or similar terms refer to the Company and its
consolidated subsidiaries. In addition, the term &#8220;portfolio companies&#8221; refers
to companies in which we have invested, either directly or indirectly through
our total return swap, or TRS (described in further detail under &#8220;Item 1.
Business &#8211; Financing Arrangements &#8211; Total Return Swap&#8221; below).</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are 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 Investment
Company Act of 1940, as amended, or the 1940 Act. We elected to be treated for
federal income tax purposes as a regulated investment company, or RIC, as
defined under Subchapter M of the Internal Revenue Code of 1986, as amended, or
the Code.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are managed by CIM, our affiliate and a
registered investment adviser under the Advisers Act. CIM oversees the
management of our activities and is responsible for making investment decisions
for our portfolio. We and CIM engaged AIM to act as our investment sub-adviser.
AIM assists us with identifying investment opportunities and making investment
recommendations for approval by CIM, according to pre-established investment
guidelines. All of our investment decisions are the sole responsibility of, and
are made at the sole discretion of, CIM. Pursuant to the terms of the
investment sub-advisory agreement among us, CIM and AIM, AIM is not responsible
or liable for any such investment decision, only provides the investment advisory
services expressly set forth in the investment sub-advisory agreement and is
not responsible or liable for the provision of any other service.</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;">Our investment objective is to generate
current income and, to a lesser extent, capital appreciation for investors. 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 and ICON Investment Group, LLC, or IIG, in sourcing,
evaluating and structuring transactions. Our 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. See &#8220;Item 1.
Business &#8211; Investment Types&#8221; below for a detailed description of the types of
investments that may comprise our portfolio.&#160; We define middle-market companies
as companies that generally possess annual earnings before interest, taxes, depreciation
and amortization, or EBITDA, of $50 million or less, with experienced
management teams, significant free cash flow, strong competitive positions and
potential for growth.</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;">In addition, we may from time to time
invest up to 30% of our assets opportunistically in other types of investments,
including collateralized securities, structured products and other similar
securities and the securities of larger public companies and foreign
securities, which may be deemed &#8220;non-qualifying assets&#8221; for the purpose of
complying with investment restrictions under the 1940 Act.&#160; This treatment
extends to the TRS, as we treat 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. We
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. See &#8220;Item 1. Business &#8211; Qualifying Assets&#8221; below.</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;">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, typically in conjunction with one of
our debt investments or through a co-investment with a financial sponsor. &#160;We
expect that our investments will generally range between $5 million and $50
million each, although investments may vary as the size of our capital base
changes and will ultimately be at the discretion of CIM subject to oversight by
our board of directors. We have made and intend to make smaller investments in
syndicated loan opportunities, which typically include investments in companies
with annual EBITDA of greater than $50 million, subject to liquidity and
diversification constraints.</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;">To enhance our opportunity for gain, we
employ leverage as market conditions permit and at the discretion of CIM, but
in no event can leverage employed exceed 50% of the value of our total assets
as required by the 1940 Act. For purposes of the asset coverage ratio test
applicable to us as a BDC, we treat the outstanding notional amount of the TRS,
less the total amount of cash collateral posted by Flatiron Funding, LLC, or
Flatiron, under the TRS, as a senior security for the life of that instrument.
We 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>


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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;">Portfolio and Investment Activity</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;">As of December&nbsp;31, 2015, our
investment program primarily consisted of two components. First, we engage in
the direct purchase of debt securities primarily issued by portfolio companies
and lend directly to portfolio companies. Second, by entering into a TRS and
directing the creation of a portfolio of underlying corporate loans that serve
as reference assets under the TRS, we have obtained economic exposure to additional
portfolio companies, although there may be overlap between such additional
portfolio companies and our direct lending portfolio companies. 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 December 31, 2015:</font></font></p>

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  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=80% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=19% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cost(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Notional Amount of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized Cost/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Notional Amount(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">106,147</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,187</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">661,055</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">634,597</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">92.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">767,202</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">738,784</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">55.4%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  second lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">468,899</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">453,713</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">56,970</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">48,528</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">525,869</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">502,241</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37.7%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities and structured products - debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">44,361</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,663</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">44,361</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,663</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.1%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities and structured products - equity</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,184</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,604</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,184</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,604</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,553</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,553</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">680,144</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">650,907</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">718,025</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,398,169</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,334,032</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term
  investments(2)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">699,036</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">669,799</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">718,025</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,417,061</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,352,924</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Number of
  portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">82</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">87</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">142(3)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Purchased at a
  weighted average price of par</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97.16%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">99.02%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">98.10%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=7 nowrap valign=bottom width=39% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Gross annual
  portfolio yield based upon the purchase price(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.42%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.47%(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.91%</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.75pt;">
  <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:4.5pt;">
  <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=23% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:4.5pt;">
  <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=23% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The sum of investment portfolio and TRS portfolio companies does
  not equal the total number of portfolio companies. This is due to 27
  portfolio companies being in both the investment and TRS portfolios.</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=23% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The portfolio yield does not represent an actual investment
  return to shareholders.</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=23% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5)</font></p>
  </td>
 <td colspan=17 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The portfolio yield for underlying TRS loans is determined
  without giving consideration to leverage.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We do not currently intend to list our
securities on an exchange and do not expect a public market to develop for them
in the foreseeable future. We believe that an unlisted structure is appropriate
for the long-term nature of the assets in which we invest. In addition, because
our common stock will not be listed on a national securities exchange, we will
be able to pursue our investment objective without subjecting our investors to
the daily share price volatility associated with the public markets. To provide
our shareholders with limited liquidity, we conduct quarterly tender offers
pursuant to our share repurchase program. In connection with that program, we
intend, but are not required, to continue conducting quarterly repurchase
offers. This is the only method of liquidity that we will offer prior to a
liquidity event. Until we complete a liquidity event, it is unlikely that shareholders
will be able to sell their common stock when desired or at a desired price.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Although we do not currently intend to list
our common stock on an exchange and do not expect a public market to develop
for it in the foreseeable future, we intend to seek to complete a liquidity
event within three to five years following the completion of our offering stage
or at such earlier time as our board of directors may determine, taking into
consideration market conditions and other factors; however, our offering of
common stock may extend for an indefinite period. We will view our offering
stage as complete as of the termination date of our most recent public equity
offering if we have not conducted a public equity offering in any continuous
two-year period. However, there can be no assurance that we will be able to
complete a liquidity event. </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:6.0pt;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;">As a BDC, we are subject to certain regulatory restrictions in negotiating
or investing in certain investments with entities with which we may be restricted
from doing so under the 1940 Act, such as CIM, AIM and their respective
affiliates, unless we obtain an exemptive order from the SEC or co-invest
alongside such affiliates in accordance with existing regulatory guidance. We
are currently seeking exemptive relief from the SEC to engage in co-investment
transactions with CIM and its affiliates. However, there can be no assurance
that we will obtain such exemptive relief. Even if we receive exemptive relief,
neither CIM nor its affiliates will be obligated to offer us the right to
participate in any transactions originated by them.</font></font></p>

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


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">3</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</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 style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:12.0pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Status of Our Continuous Public Offering</font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 17, 2012, we met our minimum
offering requirement of $2,500 in capital raised from persons not affiliated
with us, admitted our initial public investors as shareholders and officially
commenced operations. Our initial continuous public offering ended on December
31, 2015 and our follow-on continuous public offering commenced on January 25,
2016. Since commencing our initial continuous public offering on July 2, 2012
through March 9, 2016, we received and accepted subscriptions for 104,245,959
shares for corresponding net proceeds of $1,065,102 at an average price per
share of $10.22, including shares purchased by our affiliates.&#160; The net
proceeds received include reinvested shareholder distributions of $51,393
pursuant to our distribution reinvestment plan, as amended and restated, for
which we issued 5,566,774 shares of common stock, and gross proceeds paid for
shares of common stock tendered for repurchase of $10,019 pursuant to our share
repurchase program, for which we repurchased 1,083,608 shares of common stock.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:12.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Distributions</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 color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In January 2013, we began
authorizing monthly distributions to our shareholders. On February 1, 2014, we
changed from semi-monthly closings to weekly closings for the sale of shares</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> pursuant to our continuous public
offering. As a result, our board of directors authorizes and declares on a
monthly basis a weekly&nbsp;distribution
amount per share of our common stock.&#160; </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Subject to our
board of directors&#8217; discretion and applicable legal restrictions, our board of
directors intends to continue to authorize and declare on a monthly basis a
weekly distribution amount per share of our common stock.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our board of directors declared
distributions for 52, 49, and 24 record dates during the years ended December
31, 2015, 2014 and 2013, respectively. Declared distributions are paid monthly.
The following table presents cash distributions per share that were declared
during the years ended December 31, 2015, 2014 and 2013:</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=47% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2013
  (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1769</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">209</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2013
  (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1788</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">518</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2013 (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1799</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,090</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013 (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1806</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,157</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7162</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,974</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014
  (nine record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1679</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,315</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014
  (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,120</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014 (fourteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1969</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,396</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2014 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,716</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7306</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,767</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,223</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,517</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,761</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7316</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,268</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On&nbsp;December
15, 2015,&nbsp;our board of directors declared&nbsp;four weekly cash
distributions of $0.014067 per share, which were paid on&nbsp;January 27, 2016
to shareholders of record on&nbsp;January 5, January 12, January 19, and
January 26, 2016.&#160; On January 15, 2016, our board of directors declared four
weekly cash distributions of $0.014067 per share, which were paid on February
24, 2016 to shareholders of record on February 2,&nbsp;February 9,&nbsp;February
16,&nbsp;and February 23, 2016.&nbsp; On February 16, 2016, our board of
directors declared five weekly cash distributions of $0.014067 per share,
payable on March 30, 2016 to shareholders of record on March 1, March 8, March
15, March 22, and March 29, 2016. </font></font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM is a registered investment adviser. CIM
is a subsidiary of IIG and part of the ICON group of companies, or ICON. We
believe that ICON is a leading asset manager that provides innovative
alternative investment products to individual and institutional investors
through publicly-registered programs, private funds and separately managed
accounts. ICON is headquartered in New York, with an office in Boston. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Mark Gatto and Michael A. Reisner, together
with Harry Giovani, Keith S. Franz and Stephen Roman, form the senior
management team of CIM. Both Messrs. Gatto and Reisner have significant
managerial and investing experience and serve as our co-chairmen, co-presidents
and co-chief executive officers. </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;">CIM&#8217;s senior management team has extensive
experience in lending to private U.S. middle-market companies and has developed
an expertise in using all levels of a firm&#8217;s capital structure to produce
income-generating investments, focusing on risk management and delivering
risk-adjusted returns that typically are collateralized by a company&#8217;s
business-essential equipment or corporate infrastructure.</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;">About ICON </font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">With more than 25 years of experience in
the alternative asset management industry, ICON and its affiliates have managed
investments for more than 81,000 investors and made more than $4.5 billion in
total investments. ICON, through its managed funds, provides direct financing
to private and public companies worldwide. ICON primarily provides secured
financing to businesses in industries such as marine, manufacturing,
transportation, automotive, energy and power, telecommunications, industrial
and mining. ICON and its affiliated entities also provide distribution
services. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pursuant to an administration agreement,
ICON Capital, LLC, or ICON Capital, furnishes us with office facilities and
equipment, and clerical, bookkeeping and record keeping services. ICON Capital
also oversees our financial records and prepares our reports to shareholders
and reports filed with the SEC. ICON Capital also performs the calculation and
publication of our net asset value, and oversees the preparation and filing of
our tax returns, the payment of our expenses and the performance of various
third party service providers. Furthermore, ICON Capital will provide on our
behalf managerial assistance to those portfolio companies to which we are
required to provide such assistance.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We and CIM have engaged AIM to act as our
investment sub-adviser as we believe that AIM possesses skills that will aid us
in achieving our investment objective. AIM is a subsidiary of Apollo (NYSE:
APO) and is the investment advisor to Apollo Investment Corporation (NASDAQ:
AINV), or AINV. AINV is a publicly traded BDC that invests primarily in various
forms of debt investments, including secured and unsecured loan investments and/or
equity in private U.S. middle-market companies.&#160; AINV may also invest in the
securities of public companies and structured products and other investments such
as collateralized loan obligations and credit-linked notes.</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;">AIM assists CIM in identifying investment
opportunities and makes investment recommendations for approval by CIM,
according to pre-established investment guidelines. AIM is not responsible or
liable for any such investment decision. Further, AIM only provides the
investment advisory services expressly set forth in the investment sub-advisory
agreement among AIM, CIM and us. Investment recommendations made by AIM are
made in a manner that we expect to be consistent with the investment processes
developed for the advisory services provided to AINV since its inception in
2004. </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;">Market Opportunity</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;">&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 believe that the market for lending to private U.S.
middle-market companies is underserved and presents a compelling investment
opportunity. CIM&#8217;s management team has witnessed significant demand for debt
capital among middle-market companies that have the characteristics we target.
We believe that this demand, coupled with the limited and fragmented
availability of funding within our target market, will enable us to achieve
favorable transaction pricing. We continue to raise funds in an attempt to
capitalize on what we believe is a favorable environment. We believe that the
following characteristics and market trends support our belief:</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;margin-left:.75in;margin-right:0pt;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The middle-market is
a large addressable market</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;According
to GE Capital&#8217;s National Center for the Middle Market 4<sup>th</sup> Quarter
2015 Middle Market Indicator, there are approximately 200,000 U.S.
middle-market companies, which represent more than $10 trillion in aggregate
revenue and approximately 48 million aggregate employees. The U.S.
middle-market accounts for approximately one-third of private sector gross
domestic product, or GDP, which, measured on a global scale, would be the fifth
largest global economy. GE defines middle-market companies as those with $10
million&nbsp;to&nbsp;$1 billion in annual revenue, which we believe has
significant overlap with our definition of middle-market companies that
generally possess EBITDA of $50 million or less.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;margin-right:0pt;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;margin-right:0pt;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Greater demand for non-traditional
sources of debt financing.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We
believe that commercial banks in the U.S., which have traditionally been the
primary source of capital to middle-market companies, have experienced
consolidation, unprecedented loan losses, capital impairments and stricter
regulatory scrutiny. These factors have led to substantially reduced loan
volume to middle-market companies. For example, according to the Board of
Governors of the Federal Reserve System, Assets and Liabilities of Commercial
Banks in the United States (Release Date&nbsp;&#8211;&nbsp;January 4, 2013),
commercial banks in the U.S. reduced their commercial and industrial loans by
approximately $105 billion from 2008 to 2012. Consequently, we believe there is
an increasing trend for middle-market companies to seek financing from other
sources, such as us.</font></p>

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

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;margin-right:0pt;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Disruptions within
the credit markets have reduced middle-market companies&#8217; access to the capital
markets for senior debt</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;While
many middle-market companies were previously able to raise senior debt
financing through traditional large financial institutions, we believe this
approach to financing will become more difficult as implementation of U.S. and
international financial reforms, such as Basel 3, are expected to limit the
capacity of large financial institutions to hold leveraged loans of
middle-market companies on their balance sheets. </font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;margin-right:0pt;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">There is a large
pool of uninvested private equity capital likely to seek additional senior debt
capital to finance strategic transactions.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We expect that middle-market private equity
firms will continue to invest the approximately $750 billion raised since 2010
in middle-market companies, as reported in Pitchbook&#8217;s 2H 2015 Fundraising and
Capital Overhang Report, and that these private equity firms will seek to
support their investments with senior loans from other sources, such as us.</font></p>

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

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;margin-right:0pt;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">General reduction in
supply of corporate debt.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;Recent
market events have significantly impacted traditional sources of credit,
reducing the ability of such sources to provide financing. We believe that the
disruption in the credit markets has created an environment where liquidity and
capital resources are scarce while the financing requirements of companies
remain high. We believe that the scarcity of capital and the continuing need
for financing will allow us to pursue more favorable economic terms, governance
terms and covenants in comparison to those that existed in other periods.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.5in;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:0in;margin-left:.75in;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><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Specialized lending
and unfunded private equity commitments drive demand for debt capital</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;Lending to small- and
middle-market companies requires in-depth diligence, credit expertise,
structuring experience and active portfolio management. In addition,
middle-market companies may require more active monitoring and participation on
the lender&#8217;s part. As such, we believe that, of the U.S. financial institutions
that are not liquidity constrained, few are capable of pursuing a sustained
lending strategy successfully. We believe this creates a significant
supply/demand imbalance for small and middle-market credit. We also expect that
private equity firms will continue to pursue acquisitions and will seek to
leverage their equity investments with debt financing, including senior debt,
unitranche debt, and mezzanine loans provided by companies such as ours.
Historically, according to the S&amp;P LCD Leveraged Lending Review, such
leverage has represented approximately 62% of a private equity acquisition.
Therefore, adding to the imbalance in the availability of credit is the
significant amount of unallocated private equity capital raised since 2010
described above, much of which will require debt financing in the coming years.
As depicted in the chart below, almost $534 billion of unfunded private equity
commitments were outstanding through the end of 2014. Based upon the historical
proportion of leverage to total investment size, this represents potential
demand of approximately $865 billion.</font></p>


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<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;">PE Capital Overhang</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><img border=0 height=281 src="maindocument001x9x0.jpg" width=625>&nbsp;</p>

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

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Active private
equity focus on small- and middle-market firms.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;Private equity firms have continued
their active roles investing in small- and middle-market companies, and CIM
expects this trend to continue. Private equity funds often seek to leverage
their investments by combining equity capital with senior secured and mezzanine
loans from other sources. Thus, we believe that significant private equity
investment in middle-market firms will create substantial investment
opportunities for us to fill the role of leverage provider. We believe that the
network of relationships between CIM&#8217;s senior management team, Apollo&#8217;s
management team and the private equity community will be a key channel through
which we will seek to access significant investment opportunities.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Middle-market
companies compared to larger companies.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We believe that middle-market companies compare
favorably to larger companies with respect to our investment objective and strategy.
According to the GE Capital 2012 National Middle Market Summit Report, almost
70% of middle-market companies have been in business for more than 20 years and
are, on average, less financially leveraged than large companies. During the
economic downturn from 2007 to 2010, surviving middle-market companies created
more than two million jobs, as compared to nearly four million jobs eliminated
by larger companies.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Attractive market
segment.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We
believe that the underserved nature of such a large segment of the market can
at times create a significant opportunity for investment. In particular, we
believe that middle-market companies are more likely to offer attractive
economics in terms of transaction pricing (including higher debt yields),
upfront and ongoing fees, prepayment penalties and more attractive security
features in the form of stricter covenants and quality collateral. In addition,
as compared to larger companies, middle-market companies often have simpler
capital structures and carry less leverage, thus aiding the structuring and
negotiation process and allowing us greater flexibility in structuring
favorable transactions.</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:12.0pt;">&#160;&nbsp;</font></p>


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<p style="border:none;margin:0in;margin-bottom:12.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Average Nominal Spread of Leveraged Loans<sup>1</sup></font></b></font></p>

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<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:.5in;margin-right:0in;margin-top:3.0pt;"><sup><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1</font></font></sup><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> Excludes all facilities in default</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Source: S&amp;P Capital IQ LCD and S&amp;P/LSTA Leveraged
Loan Index</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:12.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Average Discounted Spread of Leveraged Loans<sup>2</sup></font></b></font></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><sup><font style="border:none;"><img border=0 height=368 src="maindocument001x11x0.jpg" width=624></font></sup>&nbsp;</p>

<p style="border:none;margin:0in;margin-bottom:3.0pt;margin-left:40.3pt;margin-right:0in;margin-top:3.0pt;"><sup><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2
</font></font></sup><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Excludes all facilities
in default</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:40.3pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Spread calculations have been adjusted to
be based off of the bid rather than par (that is assuming that the discounted margin
is as a percent of the current market value than the par amount of the loan).</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:40.3pt;margin-right:0in;margin-top:3.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Source: S&amp;P Capital IQ LCD and S&amp;P/LSTA Leveraged
Loan Index</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font color=black style="border:none;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Characteristics of and Risks Related to Investments in
Private Companies</font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have invested and continue
to invest primarily in the debt of privately held companies. Investments in
private companies pose significantly greater risks as compared to investments
in public companies. First, private companies have reduced access to the
capital markets, resulting in diminished capital resources and ability to
withstand financial distress. Second, the investments themselves are often
illiquid. As such, we may have difficulty exiting an investment promptly or at
a desired price prior to maturity or outside of a normal amortization schedule.
In addition, little public information generally exists about private
companies. Finally, these companies often do not have third-party debt ratings
or audited financial statements. We must therefore rely on the ability of CIM
and/or AIM to obtain adequate information through their due diligence efforts
to evaluate the creditworthiness of, and risks involved with, investing in
these companies. These companies and their financial information will also
generally not be subject to the Sarbanes-Oxley Act of 2002, as amended, or the
Sarbanes-Oxley Act, and other rules and regulations that govern public
companies that are designed to protect investors.</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 Strategy</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:3.0pt;"><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;">When evaluating an investment, we use the resources of
CIM and AIM to develop an investment thesis and a proprietary view of a
potential company&#8217;s value. When identifying prospective portfolio companies, we
focus primarily on the following attributes, which we believe will help us
generate higher total returns with an acceptable level of risk. These
attributes are: </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;margin-left:.75in;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><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Leading, defensible
market positions that present attractive growth opportunities.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We seek to invest in companies
that we believe possess advantages in scale, scope, customer loyalty, product
pricing or product quality versus their competitors, minimizing sales risk and
protecting profitability.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Companies with
leading market positions and strong free cash flows.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We seek to invest in the debt
of companies that have a leading market position or other significant
competitive advantages and significant free cash flow. We believe that such
companies are able to maintain consistent cash flow to service and repay our
loans and maintain growth or market share.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Investing in
middle-market, private companies.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We seek to invest in middle-market, private companies
that generally possess annual EBITDA of $50 million or less at the time of
investment. We do not intend to invest in start-up companies, turnaround
situations or companies with speculative business plans.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Proven management
teams with meaningful equity ownership.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We focus on investments in which the target company
has an experienced management team with an established track record of success.
We typically require the portfolio companies to have in place proper incentives
to align management&#8217;s goals with ours. Generally, we focus on companies in
which the management teams have significant equity interests.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Private equity
sponsorship.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;Often
we seek to participate in transactions sponsored by what we believe to be
high-quality private equity firms. CIM&#8217;s management team believes that a
private equity sponsor&#8217;s willingness to invest significant sums of equity
capital into a company provides an additional level of due diligence
investigation and is an implicit endorsement of the quality of the investment.
Further, by co-investing with quality private equity firms that commit
significant sums of equity capital with junior priority to our debt
investments, we may benefit from having due diligence on our investments
performed by both parties. Further, strong private equity sponsors with
significant investments at risk have the ability and a strong incentive to
contribute additional capital in difficult economic times should operational or
financial issues arise.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;margin-right:0pt;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Broad portfolio.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We seek to create a portfolio of
portfolio companies engaged in a variety of industries and located in a variety
of geographic locations, thereby potentially reducing the risk of a downturn in
any one industry or geographic location having a disproportionate impact on the
value of our portfolio. We are not a &#8220;diversified company&#8221; as such term is
defined under the 1940 Act. Because we are a BDC, we focus on and invest at
least 70% of our total assets in U.S. companies, but seek to maintain
investments across the various geographic regions of the U.S. To the extent
that we invest in foreign companies, we intend to do so in accordance with the
limitations under the 1940 Act and only in jurisdictions with established legal
frameworks and a history of respecting creditor rights, including countries
that are members of the European Union, as well as Canada, Australia and Japan.
We cannot assure investors that we will be successful in our efforts to maintain
a broad portfolio of investments.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;margin-right:0pt;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Viable exit
strategy.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We
focus our investment activity primarily in companies whose business models and
growth prospects offer attractive exit possibilities, including repayment of
our investments, with the potential for capital gain on any equity interest we
hold through an initial public offering of common stock, a merger, a sale or
other recapitalization.</font></p>

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

<p style="margin:0in;margin-bottom:.0001pt;margin-right:0pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Moreover, we may acquire investments in the
secondary loan market, and, in analyzing such investments, we will employ the
same analytical process that we use for our primary investments.</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;">Potential Competitive
Advantages</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;">We believe that we offer to our investors the following
potential competitive advantages over other capital providers to private U.S.
middle-market companies: </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:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Proven ability to
invest in middle-market companies</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp; With AIM as our sub-adviser, we are partnered with a
team that we believe has proven its ability to source, structure and manage
private investments for a publicly-traded BDC, AINV. In addition to its ability
to call on its resources, AIM is able to draw upon Apollo&#8217;s team of more than
350 investment professionals that have approximately $170 billion of assets
under management as of December 31, 2015. Apollo has developed an expertise in
sourcing and investing in debt issued by middle-market companies. We leverage
this expertise, which we believe enables us to make investments that offer the
most favorable risk/reward characteristics.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Global platform with
seasoned investment professionals.</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;CIM&#8217;s senior management team believes that the breadth
and depth of its experience, together with the wider resources of the Apollo
investment team, who source, structure, execute, monitor and realize upon a
broad range of private investments on behalf of Apollo, as well as the specific
expertise of Apollo in the BDC arena, provides us with a significant
competitive advantage in sourcing attractive investment opportunities worldwide.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Long-term investment
horizon</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;We
believe that our flexibility to make investments with a long-term view provides
us with the opportunity to generate favorable returns on invested capital and
expands the types of investments that we may consider. The long-term nature of
our capital structure helps us avoid disposing of assets at unfavorable prices
and we believe makes us a better partner for portfolio companies.</font></p>

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

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Transaction sourcing
capability</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;CIM
and AIM seek to identify attractive investment opportunities both through
active origination channels and through their long-term relationships with
numerous corporate and fund management teams, members of the financial
community and potential corporate partners. We also have access to the
experience of CIM&#8217;s officers in sourcing middle-market transactions through
such persons&#8217; network of originators and underwriters. In addition, CIM seeks
to leverage Apollo&#8217;s significant access to transaction flow. We believe that
the broad networks of CIM and Apollo and their respective affiliates will
produce a significant amount of investment opportunities for us.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Disciplined,
income-oriented investment philosophy</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;CIM employs a defensive investment approach focused
on long-term credit performance and principal protection. This investment
approach involves a multi-stage selection process for each investment
opportunity as well as ongoing monitoring by CIM of each investment made, with
particular emphasis on early detection of credit deterioration. This strategy is
designed to maximize current yield and minimize the risk of capital loss while
maintaining potential for long-term capital appreciation.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Ability to utilize a
wide range of transaction structures</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;We believe that each of CIM&#8217;s and Apollo&#8217;s broad
expertise and experience in transaction structuring at all levels of a
company&#8217;s capital structure affords us numerous tools to manage risk while
preserving the opportunity for returns on investments. We attempt to capitalize
on this expertise in an effort to produce an investment portfolio that will
perform in a broad range of economic conditions. In addition, we believe that
the ability to offer several forms of financing makes us an attractive provider
of capital to prospective portfolio companies. Such flexible transaction
structuring allows a prospective portfolio company to forego the substantial
cost of conducting multiple negotiations and undergoing multiple due diligence
processes to secure the different types of capital it requires.</font></p>

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

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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><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;">There are a number of investment types corresponding to
a company&#8217;s capital structure. Typically, investors determine the appropriate
type of investment based upon their risk and return requirements. Below is a
diagram illustrating where these investments lie in a typical target company&#8217;s
capital structure. Senior debt is situated at the top of the capital structure,
and typically has the first claim on the assets and cash flows of the company,
followed by second lien debt, mezzanine debt, preferred equity and finally
common equity. Due to this priority of cash flows and claims on assets, an
investment&#8217;s risk increases as it moves further down the capital structure.
Investors are usually compensated for this risk associated with junior status
in the form of higher returns, either through higher interest payments or
potentially higher capital appreciation.</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;">We focus primarily on 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. The mix of investments in
our portfolio and other aspects regarding the implementation of our strategy
may change materially over time.</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM
seeks to tailor our investment focus as market conditions evolve. Depending on
market conditions and other factors, we may, as noted above, increase or
decrease our exposure to less senior portions of the capital structure, where
returns tend to be stronger in a more stable or growing economy, but less
secure in weak economic environments. We rely on CIM&#8217;s and AIM&#8217;s experience to
structure investments, potentially using all levels of the capital structure,
which we believe will perform in a broad range of economic environments. </font></font></p>

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

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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><img border=0 height=180 id="Picture 4" src="maindocument001x14x0.jpg" width=387></font>&nbsp;</p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; First Lien Loans</font></i></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">First lien secured loans are situated at
the top of the capital structure. Because these loans have priority in payment,
they carry the least risk among all investments in a company. Generally, our
first lien secured loans are expected to have maturities of three to seven
years, offer some form of amortization, and have first priority security
interests in the assets of the borrower. We expect that our first lien secured
loans typically will have variable interest rates ranging between 4.0% and 8.0%
over a standard benchmark, such as the prime rate or the London InterBank
Offered Rate, or LIBOR. In some cases, a portion of the total interest may
accrue or be paid in kind. </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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Unitranche Loans </font></i></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Unitranche loans provide all of the debt
needed to finance a leveraged buyout or other corporate transaction, both
senior and subordinated, but generally in a first lien position, while the
borrower generally pays a blended, uniform interest rate rather than different
rates for different tranches. Unitranche loans generally require payments of
both principal and interest throughout the life of the loan. Unitranche loans
generally have contractual maturities of five to six years and interest is
generally paid quarterly. Generally, we expect these securities to carry a
blended yield that is between first lien secured and subordinated debt interest
rates. Unitranche loans provide a number of advantages for borrowers, including
the following: simplified documentation, greater certainty of execution and
reduced decision-making complexity throughout the life of the loan. In
addition, we may receive additional returns from any warrants we may receive in
connection with these investments. In some cases, a portion of the total
interest may accrue or be paid in kind. </font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Second lien secured loans are immediately
junior to first lien secured loans and have substantially the same maturities,
collateral and covenant structures as first lien secured loans. Second lien
secured loans, however, are granted a second priority security interest in the
assets of the borrower. In return for this junior ranking, second lien secured
loans generally offer higher returns compared to first lien secured debt. These
higher returns come in the form of higher interest and in some cases the
potential for equity participation through warrants, though to a lesser extent
than with mezzanine loans. Generally, we expect these loans to carry a fixed
rate of 9.0% to 13.0% or a floating current yield of 8.0% to 12.0% over the
prime rate or LIBOR. In addition, we may receive additional returns from any
warrants we may receive in connection with these investments. In some cases, a portion
of the total interest may accrue or be paid in kind.</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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Unsecured Debt</font></i></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In addition to first lien loans and second
lien loans, we also may invest a portion of our assets in unsecured debt,
including corporate bonds and subordinated debt. Unsecured debt investments
usually rank junior in priority of payment to first lien loans and second lien
loans, but are situated above preferred equity and common stock in the capital
structure. In return for their junior status compared to first lien loans and second
lien loans, unsecured debt investments typically offer higher returns through
both higher interest rates and possible equity ownership in the form of
warrants, enabling the lender to participate in the capital appreciation of the
borrower. These warrants typically require only a nominal cost to exercise. We
intend to generally target unsecured debt with interest-only payments
throughout the life of the security, with the principal due at maturity.
Typically, unsecured debt investments have maturities of five to ten years.
Generally, we expect these securities to carry a fixed rate of 10% to 15%. In
addition, we may receive additional returns from any warrants we may receive in
connection with these investments. In some cases, a portion of the total interest
may accrue or be paid in kind.</font></font></p>


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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">While we intend to maintain our focus on
investments in debt securities, from time to time, when we see the potential
for significant gains, or in connection with securing particularly favorable
terms in a debt investment, we may make non-control investments in preferred or
common equity, typically in conjunction with a private equity sponsor we
believe to be of high quality. Alternatively, we may hold equity-related
securities consisting primarily of warrants or other equity interests generally
obtained in connection with our unsecured debt investments. In the future, we
may achieve liquidity through a merger or acquisition of a portfolio company, a
public offering of a portfolio company&#8217;s stock or by exercising our right, if
any, to require a portfolio company to repurchase the equity-related securities
we hold. With respect to any preferred or common equity investments, we expect
to target an annual investment return of at least 20%. </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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Collateralized Securities, Structured Products and Other</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font face=TimesNewRoman,Italic,serif style="border:none;"><i><font face=TimesNewRoman,Italic,serif lang=EN-US style="font-size:8.0pt;">&nbsp;</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may also invest in collateralized
securities, structured products and other similar securities, which may include
collateralized debt obligations, or CDOs, collateralized bond obligations, or
CBOs, collateralized loan obligations, or CLOs, structured notes and credit-linked
notes. These investments may be structured as trusts or other types of pooled
investment vehicles. They may also involve the deposit with or purchase by an
entity of the underlying investments and the issuance by that entity of one or
more classes of securities backed by, or representing interests in, the
underlying investments or referencing an indicator related to such investments.
CDOs, CBOs and CLOs are types of asset-backed securities issued by special
purpose vehicles created to reapportion the risk and return characteristics of
a pool of assets. The underlying pool for a CLO, for example, may include
domestic and foreign senior loans, senior unsecured loans and subordinate
corporate loans.</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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Non-U.S. Securities</font></i></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may invest in non-U.S. securities, which
may include securities denominated in U.S. dollars or in non-U.S. currencies,
to the extent permitted by the 1940 Act.</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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Cash and Cash Equivalents</font></i></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may maintain a certain level of cash or
equivalent instruments to make follow-on investments if necessary in existing
portfolio companies or to take advantage of new opportunities.</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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Comparison of Targeted Debt Investments to Corporate Bonds</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&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;">Loans to private companies are debt
instruments that can be compared to corporate bonds to aid an investor&#8217;s
understanding. As with corporate bonds, loans to private companies can range in
credit quality depending on security-specific factors, including total
leverage, amount of leverage senior to the security in question, variability in
the issuer&#8217;s cash flows, the quality of assets securing debt and the degree to
which such assets cover the subject company&#8217;s debt obligations. As is the case
in the corporate bond market, we will require greater returns for securities
that we perceive to carry increased risk. The companies in which we invest may
be leveraged, often as a result of leveraged buyouts or other recapitalization
transactions, and, in certain cases, will not be rated by national rating
agencies. We believe that our targeted debt investments typically will carry
ratings from a nationally recognized statistical ratings organization, or
NRSRO, and that such ratings generally will be below investment grade (rated
lower than &#8220;Baa3&#8221; by Moody&#8217;s or lower than &#8220;BBB-&#8221; by S&amp;P). To the extent we
make unrated investments, we believe that such investments would likely receive
similar ratings if they were to be examined by an NRSRO. Compared to
below-investment grade corporate bonds that are typically available to the public,
our targeted first lien secured and second lien secured loan investments are
higher in the capital structure, have priority in receiving payment, are
secured by the issuer&#8217;s assets, allow the lender to seize collateral if
necessary, and generally exhibit higher rates of recovery in the event of
default. Corporate bonds, on the other hand, are often unsecured obligations of
the issuer.</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 market for loans to private companies
possesses several key differences compared to the corporate bond market. For instance,
due to a possible lack of debt ratings for certain middle market firms, and
also due to the reduced availability of information for private companies,
investors must conduct extensive due diligence investigations before committing
to an investment. This intensive due diligence process gives the investor
significant access to management, which is often not possible in the case of
corporate bondholders, who rely on underwriters, debt rating agencies and
publicly available information for due diligence reviews and monitoring of
corporate issuers. While holding these investments, private debt investors
often receive monthly or quarterly updates on the portfolio company&#8217;s financial
performance, along with possible representation on the company&#8217;s board of
directors, which allows the investor to take remedial action quickly if
conditions happen to deteriorate. Due to reduced liquidity, the relative
scarcity of capital and extensive due diligence and expertise required on the
part of the investor, we believe that private debt securities typically offer
higher returns than corporate bonds of equivalent credit quality.</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;">Operating and Regulatory
Structure </font></b></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:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our investment activities are managed by CIM and
supervised by our board of directors, a majority of whom are independent.
Pursuant to our investment advisory agreement, we pay CIM an annual base
management fee based on our gross assets as well as incentive fees based on our
performance. </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;">Pursuant to an administration agreement, ICON Capital
provides us with general ledger accounting, fund accounting, investor relations,
employee compensation and benefit-related expenses, and other expenses
associated with performing administrative services. In addition, we have
contracted with U.S. Bancorp Fund Services, LLC to provide additional
accounting and administrative services.</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;">As a BDC, we are required to comply with certain
regulatory requirements. Also, while we are permitted to finance investments
using debt, our ability to use debt is limited in certain significant respects
pursuant to the 1940 Act. Within the limits of existing regulation, we will
adjust our use of debt, according to market conditions, to the level we believe
will allow us to generate maximum risk-adjusted returns. We elected to be
treated for federal income tax purposes, and intend to qualify annually, as a
RIC under Subchapter M of the Code. </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:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Sources
of Income </font></b></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:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The primary means through which our shareholders will
receive a return of value is through interest income, dividends and capital
gains generated by our investments. In addition to these sources of income, we
may receive fees paid by our portfolio companies, including one-time closing
fees paid at the time an investment is made and/or monitoring fees paid
throughout the term of our investments. Closing fees typically range from 1.0%
to 2.0% of the purchase price of an investment, while annual monitoring fees
generally range from 0.25% to 1.0% of the purchase price of an investment. 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.</font></p>

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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Risk
Management </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:6.0pt;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We seek to limit the downside potential of our
investment portfolio by: </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;">applying our investment strategy
guidelines for portfolio 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;">requiring a total return on
investments (including both interest and potential appreciation) that
adequately compensates us for credit risk;</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;">creating and maintaining a broad
portfolio of investments, size permitting, with an adequate number of
companies, across different industries, with different types of collateral; and</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;">negotiating or seeking debt
investments with covenants or features that protect us while affording
portfolio companies flexibility in managing their businesses consistent with
preservation of capital.</font></p>

<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;">Such restrictions may include affirmative
and negative covenants, default penalties, lien protection, change of control
provisions and board rights. We may also enter into interest rate hedging
transactions at the sole discretion of CIM. Such transactions will enable us to
selectively modify interest rate exposure as market conditions dictate.
Furthermore, our ability to engage in hedging transactions may be adversely
affected by recent rules adopted by the U.S. Commodity Futures Trading
Commission, or CFTC. </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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Affirmative Covenants </font></i></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;">Affirmative covenants require borrowers to take actions
that are meant to ensure the solvency of the company, facilitate the lender&#8217;s
monitoring of the borrower, and ensure payment of interest and loan principal
due to lenders. Examples of affirmative covenants include covenants requiring
the borrower to maintain adequate insurance, accounting and tax records, and to
produce frequent financial reports for the benefit of the lender. </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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Negative Covenants </font></i></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;">Negative covenants impose restrictions on the borrower
and are meant to protect lenders from actions that the borrower may take that
could harm the credit quality of the lender&#8217;s investment. Examples of negative
covenants include restrictions on the payment of distributions and restrictions
on the issuance of additional debt without the lender&#8217;s approval. In addition,
certain covenants restrict a borrower&#8217;s activities by requiring it to meet
certain earnings interest coverage ratio and leverage ratio requirements. These
covenants are also referred to as financial or maintenance covenants.</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 Process </font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-indent:16.75pt;"><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-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The
investment professionals employed by CIM and AIM have spent their careers
developing the resources necessary to make investments in private companies.
Our transaction process is highlighted 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 align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our Transaction Process</font></b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> &nbsp;</font></p>

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

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><img alt="[GRAPHIC MISSING]" border=0 height=85 id="Picture 14" src="maindocument001x17x0.jpg" width=574>&nbsp;</p>

<h3 style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;"><b><i><font face=Arial,sans-serif style="font-size:9.0pt;">&nbsp;</font></i></b></h3>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Sourcing </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 utilizes its access to transaction flow and seeks
to leverage AIM&#8217;s significant access to transaction flow as well to source
transactions. With respect to CIM&#8217;s origination channel, CIM seeks to leverage
ICON&#8217;s significant industry relationships and investment personnel that
actively source new investments. With respect to AIM&#8217;s origination channel, CIM
seeks to leverage the global presence of Apollo to generate access to
originated transactions with attractive investment characteristics. We believe
that CIM&#8217;s and AIM&#8217;s broad networks have and will continue to produce a
significant pipeline of investment opportunities for us. </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;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Evaluation </font></b></p>

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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Initial Review</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;In
its initial review of an investment opportunity to present to us, CIM&#8217;s or
AIM&#8217;s transaction team, as applicable, examines information furnished by the
target company and external sources, including rating agencies, if applicable,
to determine whether the investment meets our basic investment criteria and
other guidelines, within the context of creating and maintaining a broad
portfolio of investments, and offers an acceptable probability of attractive
returns with identifiable downside risk. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></p>

<p style="margin:0in;margin-bottom:6.0pt;text-align:justify;text-indent:.5in;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Credit Analysis/Due Diligence</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;Before undertaking an investment, the
transaction team from CIM and AIM conduct a thorough due diligence review of
the opportunity to ensure the company fits our investment strategy, which may
include: </font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">a full operational
analysis to identify the key risks and opportunities of the target&#8217;s business,
including a detailed review of historical and projected financial results;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">a detailed analysis of
industry dynamics, competitive position, regulatory, tax and legal matters;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">on-site visits, if
deemed necessary, as well as telephone calls and meetings with management and
other key personnel;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">background checks to
further evaluate management and other key personnel;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">a review by legal and
accounting professionals, environmental or other industry consultants, if
necessary;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">financial sponsor due
diligence, including portfolio company and lender reference checks, if
necessary; and</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">a review of
management&#8217;s experience and track record.</font></p>

<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;">When possible, our advisory team seeks to
structure transactions in such a way that our target companies are required to
bear the costs of due diligence, including those costs related to any outside
consulting work we may require. </font></p>

<h3 style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><b><i><font face=Arial,sans-serif style="font-size:9.0pt;">&nbsp;</font></i></b></h3>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Execution</font></b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> &nbsp;</font></i></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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Recommendation</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;We
and CIM have engaged AIM to identify and recommend investment opportunities for
CIM&#8217;s approval. We believe that AIM seeks to maintain a defensive approach toward
its investment recommendations by emphasizing risk control in its transaction
process, which includes (1) the pre-review of each opportunity by one of its
portfolio managers to assess the general quality, value and fit relative to our
portfolio, (2) where possible, transaction structuring with a focus on
preservation of capital in varying economic environments and (3) ultimate
approval of investment recommendations by AIM&#8217;s investment committee. </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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Approval</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;After
completing its internal transaction process, subject to the terms of the
investment sub-advisory agreement, the applicable CIM or AIM transaction team
makes formal recommendations for review and approval by CIM. In connection with
its recommendation, it transmits any relevant underwriting material and other
information pertinent to the decision-making process. In addition, AIM makes
its staff available to answer inquiries by CIM in connection with its
recommendations. Each new investment that we make requires the unanimous
approval of the members of CIM&#8217;s investment committee.</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">15</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Portfolio Monitoring</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;CIM, with the help of AIM, closely monitors our portfolio
companies on an ongoing basis, as well as monitors the financial trends of each
portfolio company to determine if each is meeting its respective business plans
and to assess the appropriate course of action for each company. In addition,
depending on the size, nature and performance of the transaction, senior
investment professionals of CIM may take board seats or obtain board observation
rights for our portfolio companies. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><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 and AIM have several methods of evaluating and
monitoring the performance and fair value of our investments, which includes,
but are not limited to, the assessment of success in adhering to a portfolio company&#8217;s
business plan and compliance with covenants; periodic and regular contact with
portfolio company management and, if appropriate, the financial or strategic
sponsor, to discuss financial position, requirements and accomplishments;
comparisons to other portfolio companies in the industry; attendance at and
participation in board meetings; and review of monthly and quarterly financial
statements and financial projections for portfolio companies. </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;">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:15.0pt;"><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 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;text-indent:15.0pt;"><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=19% 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=81% 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=19% 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=81% 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=19% 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=81% 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=19% 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=81% 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=19% 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=81% 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=19% 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=81% 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;text-align:justify;text-indent:15.0pt;"><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;">For investments graded 3, 4 or 5, CIM enhances its
level of scrutiny over the monitoring of such portfolio company. </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;">CIM monitors and, when appropriate, changes investment
ratings assigned to each investment in our portfolio. In connection with our
valuation process, CIM reviews these investment ratings on a quarterly basis. </font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">16</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table summarizes the
composition of our investment portfolio and our underlying TRS loans portfolio
based on the 1 to 5 investment rating scale at fair value as of December 31,
2015 and 2014, excluding short term investments of $18,892 and $10,350,
respectively:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=84% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:24.0pt;">
  <td valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Rating</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">624,097</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">95.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">652,073</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">95.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,276,170</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">95.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,180</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">23,047</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">47,227</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.5%</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,630</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,845</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,475</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,160</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,160</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">650,907</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,334,032</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
</table></div>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=84% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:24.0pt;">
  <td valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Rating</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments </font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">342,922</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">405,522</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">94.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">748,444</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.5%</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,961</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,961</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">351,564</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">427,570</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">779,134</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The 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 rating of investments may be made to
reflect our expectation of performance and changes in investment values. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Valuation Process</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;Each quarter, we value
investments in our portfolio, and such values are disclosed each quarter in
reports filed with the SEC. Investments for which market quotations are readily
available are recorded at such market quotations. With respect to investments
for which market quotations are not readily available, our board of directors
determines the fair value of investments in good faith utilizing the input of
our audit committee, CIM, AIM, and any other professionals or materials that
our board of directors deems worthy and relevant, including independent
third-party valuation firms, if applicable. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:3.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Managerial Assistance</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;&nbsp;As a BDC, we must offer, and
provide upon request, managerial assistance to certain of our portfolio
companies. This assistance could involve, among other things, monitoring the
operations of our portfolio companies, participating in board and management
meetings, consulting with and advising officers of portfolio companies and
providing other organizational and financial guidance. Depending on the nature
of the assistance required, CIM will provide such managerial assistance on our
behalf to portfolio companies that request this assistance. To the extent fees
are paid for these services, we, rather than CIM, will retain any fees paid for
such assistance.</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;">Exit </font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exit Transactions.</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We seek to invest in companies
that can generate consistent cash flow to repay their loans while maintaining
growth in their businesses. We expect this internally generated cash flow to be
a key means through which we will receive timely payment of interest and loan
principal. Additionally, we attempt to invest in portfolio companies whose
business models and growth prospects offer attractive exit possibilities via
third-party transactions, including sales to strategic or other buyers and
initial public offerings of common stock. Such third-party transactions may be
particularly important in realizing capital gains through the equity portions
of our investments. We also seek to exit investments in secondary market
transactions when price targets are achieved or circumstances otherwise
warrant. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:12.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Financing Arrangements </font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:12.0pt;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Total Return Swap </font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 17, 2012, Flatiron, our wholly-owned
financing subsidiary, entered into a TRS with Citibank, N.A., or Citibank. 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 and interest payments from
the assets underlying the TRS in return for periodic payments based on a fixed
or variable interest rate. A TRS effectively adds leverage to a portfolio by
providing investment exposure to a security or market without owning or taking
physical custody of such security or investing directly in such market. Because
of the unique structure of a TRS, a TRS typically offers lower financing costs
than are offered through more traditional borrowing arrangements. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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;On December 22, 2015, Flatiron and Citibank further amended
the TRS to reduce the ramp-down period from 90 days to 30 days prior to the
termination date, which represents the period when reinvestment is no longer
permitted under the terms of the TRS. Effective February 18, 2016, Flatiron and
Citibank further amended the TRS to extend the termination or call date from
March 17, 2016 to February 18, 2017, 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 1.35% to 1.40% per year. 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:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In connection with the TRS, Flatiron is
required to comply with various covenants and reporting requirements as defined
in the TRS Agreement. As of and for the year ended December 31, 2015, Flatiron
was in compliance with these covenants and reporting requirements.</font></font></p>


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

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On April 30,
2015,&nbsp;we 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 we are required to maintain $2,000 in a demand deposit
account with EWB at all times. </font></font></p>

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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, which was 3.50% at December 31, 2015, 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. We may prepay any
advance without penalty or premium. We 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. Our obligations to EWB under the EWB Credit Facility are
secured by a first priority security interest in certain eligible loans in
which we have a beneficial interest, as updated from time to time.</font></font></p>

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On January 28, 2016, we
entered into the first amendment to the EWB Credit Facility with EWB. Under the
original EWB Credit Facility, the borrowing base was the lesser of (i) the
average monthly net proceeds received by us from the sale of our equity
securities during the trailing three month period ending on the last day of the
immediately preceding calendar month; or (ii) 50% of collateral securing the
EWB Credit Facility. Under the first amendment, during the period commencing on
January 30, 2016 through July 31, 2016, (i) the trailing equity component of
the borrowing base was removed; (ii) the borrowing base was decreased to 40% of
the collateral securing the EWB Credit Facility; and (iii) the
required&nbsp;minimum fair market value of the collateral securing the EWB
Credit Facility was increased from two to two and one-half times all
outstanding advances under the EWB Credit Facility. Subsequent to July 31,
2016, these amended provisions will revert back to their original terms.</font></font></p>

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">At December
31, 2015, we had no outstanding borrowings under the EWB Credit Facility and we
were in compliance with all covenants and reporting requirements under the EWB
Credit Facility.</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;">Determination of Net Asset Value</font></b></font></p>

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

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

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


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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;">Regulation</font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have elected to be regulated as a BDC
under the 1940 Act. A BDC is a special category of investment company under the
1940 Act that was added by Congress to facilitate the flow of capital to
private companies and small public companies that do not have efficient or
cost-effective access to public capital markets or other conventional forms of
corporate financing. BDCs make investments in private or thinly-traded public
companies in the form of long-term debt and/or equity capital, with the goal of
generating current income or capital growth. </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;">BDCs are closed-end funds that elect to be
regulated as BDCs under the 1940 Act. As such, BDCs are subject to only certain
provisions of the 1940 Act, as well as the Securities Act and the Exchange Act.
BDCs are provided greater flexibility under the 1940 Act than are other
investment companies in dealing with their portfolio companies, issuing
securities, and compensating their managers. BDCs can be internally or
externally managed and may qualify to elect to be taxed as RICs for federal tax
purposes. The 1940 Act contains prohibitions and restrictions relating to
transactions between BDCs and their affiliates, principal underwriters, and
affiliates of those affiliates or underwriters. The 1940 Act requires that a majority
of a BDC&#8217;s directors be persons other than &#8220;interested persons,&#8221; as that term
is defined in the 1940 Act. In addition, the 1940 Act provides that we may not
change the nature of our business so as to cease to be, or withdraw our
election as a BDC unless approved by a majority of our outstanding voting
securities. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The 1940 Act defines &#8220;a majority of the
outstanding voting securities&#8221; as the lesser of (i) 67% or more of the voting
securities present at a meeting if the holders of more than 50% of our
outstanding voting securities are present or represented by proxy or (ii) 50%
of our voting securities. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are generally not able to issue and sell
our common stock at a price below net asset value per share. We may, however,
sell our common stock, or warrants, options or rights to acquire our common
stock, at a price below the then-current net asset value of our common stock if
our board of directors determines that such sale is in our best interests and
the best interests of our shareholders, and our shareholders approve such sale.
In addition, we may generally issue new shares of our common stock at a price
below net asset value in rights offerings to existing shareholders, in payment
of distributions and in certain other limited circumstances. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As a BDC, we are subject to certain
regulatory restrictions in negotiating or investing in certain investments. For
example, we generally are not permitted to co-invest with certain entities
affiliated with CIM or AIM in transactions originated by CIM, AIM or their
respective affiliates unless we obtain an exemptive order from the SEC. We are
currently seeking exemptive relief from the SEC to engage in co-investment
transactions with CIM and its affiliates. However, there can be no assurance
that we will obtain such exemptive relief. Under the investment sub-advisory
agreement, AIM assists CIM in identifying investment opportunities and making
investment recommendations for approval by CIM. AIM is not responsible or
liable for any such investment decision. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may invest up to 100% of our assets in
securities acquired directly from issuers in privately negotiated transactions.
With respect to such securities, we may, for the purpose of public resale, be
deemed an &#8220;underwriter&#8221; as that term is defined in the Securities Act. We do
not intend to acquire securities issued by any investment company that exceed
the limits imposed by the 1940 Act. Under these limits, except for registered
money market funds, we generally cannot acquire more than 3% of the voting stock
of any investment company, invest more than 5% of the value of our total assets
in the securities of one investment company or invest more than 10% of the
value of our total assets in the securities of more than one investment
company. With regard to that portion of our portfolio invested in securities
issued by investment companies, it should be noted that such investments might
indirectly subject our shareholders to additional expenses as they will
indirectly be responsible for the costs and expenses of such companies. None of
our investment policies are fundamental and any may be changed without
shareholder approval.</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;">Qualifying Assets </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;">Under the 1940 Act, a BDC may not acquire any asset
other than assets of the type listed in Section 55(a) of the 1940 Act, which
are referred to as qualifying assets, unless, at the time the acquisition is
made, qualifying assets represent at least 70% of the company&#8217;s total assets.
The principal categories of qualifying assets relevant to our business are any
of the following: </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:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Securities purchased in
transactions not involving any public offering from the issuer of such
securities, which issuer (subject to certain limited exceptions) is an eligible
portfolio company, or from any person who is, or has been during the preceding
13 months, an affiliated person of an eligible portfolio company, or from any
other person, subject to such rules as may be prescribed by the SEC. An
eligible portfolio company is defined in the 1940 Act as any issuer that:</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">a.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">is organized under the laws
of, and has its principal place of business in, the U.S.;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;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:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">b.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">is not an investment
company (other than a small business investment company wholly-owned by the
BDC) or a company that would be an investment company but for certain
exclusions under the 1940 Act; and</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;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:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">c.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">satisfies any of the
following:</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;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:0in;margin-left:1.25in;margin-right:0in;margin-top:0in;text-indent:-1.25in;"><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;&nbsp;&nbsp;&nbsp;&nbsp;&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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">does not have any class
of securities that is traded on a national securities exchange;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.25in;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:0in;margin-left:1.25in;margin-right:0in;margin-top:0in;text-indent:-1.25in;"><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;&nbsp;&nbsp;&nbsp;&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;">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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">has a class of
securities listed on a national securities exchange, but has an aggregate
market value of outstanding voting and non-voting common equity of less than
$250 million;</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:1.25in;margin-right:0in;margin-top:0in;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:0in;margin-left:1.25in;margin-right:0in;margin-top:0in;text-indent:-1.25in;"><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;&nbsp;&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;">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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">is controlled by a BDC
or a group of companies including a BDC and the BDC has an affiliated person
who is a director of the eligible portfolio company; or</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:1.25in;margin-right:0in;margin-top:0in;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:0in;margin-left:1.25in;margin-right:0in;margin-top:0in;text-indent:-1.25in;"><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;&nbsp;&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;">iv.</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 color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">is a small and solvent
company having total assets of not more than $4.0 million and capital and
surplus of not less than $2.0 million.</font></p>

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

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Securities of any
eligible portfolio company that we control.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">3.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Securities purchased in
a private transaction from a U.S. issuer that is not an investment company or
from an affiliated person of the issuer, or in transactions incident thereto,
if the issuer is in bankruptcy and subject to reorganization or if the issuer,
immediately prior to the purchase of its securities, was unable to meet its
obligations as they came due without material assistance other than
conventional lending or financing arrangements.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;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:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">4.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Securities of an
eligible portfolio company purchased from any person in a private transaction
if there is no ready market for such securities and we already own 60% of the
outstanding equity of the eligible portfolio company.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;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:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">5.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Securities received in
exchange for or distributed on or with respect to securities described in (1)
through (4) above, or pursuant to the exercise of warrants or rights relating
to such securities.</font></p>

<p style="margin:0in;margin-bottom:0in;margin-left:.75in;margin-right:0in;margin-top:0in;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:0in;margin-left:.75in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">6.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Cash, cash equivalents,
U.S. government securities or high-quality debt securities maturing in one year
or less from the time of investment.</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>

<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, a BDC must have been organized and have
its principal place of business in the U.S. and must be operated for the
purpose of making investments in the types of securities described in (1), (2)
or (3) above.</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;">Managerial Assistance to Portfolio Companies</font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In order to count portfolio securities as
qualifying assets for the purpose of the 70% test, we must either control the
issuer of the securities or must offer to make available to the issuer of the
securities (other than small and solvent companies described above) significant
managerial assistance; except that, where we purchase such securities in
conjunction with one or more other persons acting together, one of the other
persons in the group may make available such managerial assistance. Making
available managerial assistance means, among other things, any arrangement
whereby the BDC, through its directors, officers or employees, offers to
provide, and, if accepted, does so provide, significant guidance and counsel
concerning the management, operations or business objectives and policies of a
portfolio company. Depending on the nature of the assistance required, CIM will
provide such managerial assistance on our behalf to portfolio companies that
request this assistance. To the extent fees are paid for these services, we,
rather than CIM, will retain any fees paid for such assistance.</font></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pending investment in other types of
&#8220;qualifying assets,&#8221; as described above, our investments may consist of cash,
cash equivalents, U.S. government securities or high-quality debt securities
maturing in one year or less from the time of investment, which we refer to,
collectively, as temporary investments, so that 70% of our assets are
qualifying assets. Typically, we will invest in U.S. Treasury bills or in
repurchase agreements, provided that such agreements are fully collateralized
by cash or securities issued by the U.S. government or its agencies. A
repurchase agreement involves the purchase by an investor, such as us, of a
specified security and the simultaneous agreement by the seller to repurchase
it at an agreed-upon future date and at a price that is greater than the
purchase price by an amount that reflects an agreed-upon interest rate. There
is no percentage restriction on the proportion of our assets that may be
invested in such repurchase agreements. However, if more than 25% of our total
assets constitute repurchase agreements from a single counterparty, we may not
meet the RIC diversification tests, as further defined in the &#8220;Taxation as a
Regulated Investment Company&#8221; section below, in order to qualify as a RIC for
federal income tax purposes. Thus, we do not intend to enter into repurchase
agreements with a single counterparty in excess of this limit. CIM will monitor
the creditworthiness of the counterparties with which we enter into repurchase
agreement transactions. </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;">Senior Securities </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;">We are permitted, under specified
conditions, to issue multiple classes of debt and one class of stock senior to
our common stock if our asset coverage, as defined in the 1940 Act, is at least
equal to 200% immediately after each such issuance. In addition, while any
senior securities remain outstanding, we must make provisions to prohibit any
distribution to our shareholders or the repurchase of such securities or shares
unless we meet the applicable asset coverage ratios at the time of the
distribution or repurchase. We may also borrow amounts up to 5% of the value of
our total assets for temporary or emergency purposes without regard to asset
coverage. See &#8220;Item 1A. Risk Factors&nbsp;-&nbsp;Risks Related to Business
Development Companies&nbsp;-&nbsp;Regulations governing our operation as a BDC
and RIC will affect our ability to raise, and the way in which we raise,
additional capital or borrow for investment purposes, which may have a negative
effect on our growth.&#8221;</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;">Code of Ethics </font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We and CIM have adopted a code of ethics
pursuant to Rule 17j-1 under the 1940 Act that establishes procedures for
personal investments and restricts certain personal securities transactions. Personnel
subject to the code may invest in securities for their personal investment
accounts, including securities that may be purchased or held by us, so long as
such investments are made in accordance with the code&#8217;s requirements.
Shareholders may read and copy the code of ethics at the SEC&#8217;s Public Reference
Room in Washington, D.C. Shareholders may obtain information on the operation
of the Public Reference Room by calling the SEC at (202) 551-8090. In addition,
the code of ethics is attached as an exhibit to our Current Report on Form 8-K
filed with the SEC on May 14, 2014, which is available on the EDGAR Database on
the SEC&#8217;s Internet site at </font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">http://www.sec.gov</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">. Shareholders may also
obtain copies of the code of ethics, after paying a duplicating fee, by
electronic request at the following e-mail address:</font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> publicinfo@sec.gov</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">,
or by writing the SEC&#8217;s Public Reference Section, 100 F Street, N.E.,
Washington, D.C. 20549.</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;">Compliance
Policies and Procedures </font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We and CIM have adopted and implemented
written policies and procedures reasonably designed to prevent violation of the
federal securities laws and are required to review these compliance policies
and procedures annually for their adequacy and the effectiveness of their
implementation. Our Chief Compliance Officer, or CCO, is responsible for
administering our policies and procedures and CIM&#8217;s chief compliance officer is
responsible for administering its policies and procedures. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><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;">Proxy Voting Policies and Procedures </font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:15.0pt;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have delegated our proxy voting
responsibility to CIM. The proxy voting policies and procedures of CIM are set
forth below. The guidelines are reviewed periodically by CIM and our
non-interested directors, and, accordingly, are subject to change. </font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As an investment adviser registered under
the Advisers Act, CIM has a fiduciary duty to act solely in the best interests
of its clients. As part of this duty, it recognizes that it must vote client
securities in a timely manner free of conflicts of interest and in the best
interests of its clients. These policies and procedures for voting proxies for
the investment advisory clients of CIM are intended to comply with Section 206
of, and Rule 206(4)-6 under, the Advisers Act. </font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM will vote proxies relating to our
securities in a manner that it believes, in its discretion, to be in the best
interest of our shareholders. It will review on a case-by-case basis each
proposal submitted for a shareholder vote to determine its impact on the
portfolio securities held by its clients. Although CIM will generally vote
against proposals that may have a negative impact on its clients&#8217; portfolio
securities, it may vote for such a proposal if there exists compelling
long-term reasons to do so. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&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 proxy voting decisions of CIM are made
by the senior officers who are responsible for monitoring each of its clients&#8217;
investments. To ensure that its vote is not the product of a conflict of interest,
it will require that: (a) anyone involved in the decision-making process
disclose to the chief compliance officer any potential conflict that he or she
is aware of and any contact that he or she has had with any interested party
regarding a proxy vote and (b) officers and employees involved in the decision
making process or vote administration are prohibited from revealing how CIM
intends to vote on a proposal in order to reduce any attempted influence from
interested parties. The CCO of CIM will work with the appropriate senior
officers to resolve any conflict that may arise. </font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Shareholders may obtain information,
without charge, regarding how CIM voted proxies with respect to our portfolio
securities by making a written request for proxy voting information to: Chief
Compliance Officer, c/o C&#298;ON Investment Corporation, 3 Park Avenue, 36th
Floor, New York, NY 10016. </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;">Election to be Taxed as a Regulated Investment Company</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;">We elected to be treated as a RIC under
Subchapter M of the Code. As a RIC, we generally will not have to pay
corporate-level federal income taxes on any income that we distribute to our
shareholders from our tax earnings and profits. To qualify as a RIC, we must, among
other things, meet certain source-of-income and asset diversification
requirements (as described below). In addition, in order to maintain RIC tax
treatment, we must distribute to our shareholders, for each taxable year, at
least 90% of our &#8220;investment company taxable income,&#8221; which is generally our
net ordinary income plus the excess, if any, of realized net short-term capital
gains over realized net long-term capital losses. We refer to this as the Annual
Distribution Requirement.</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;">Taxation as a Regulated
Investment Company </font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-indent:16.75pt;"><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-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">If we:</font></p>

<div align=left><table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;margin-left:5.4pt;width:100%;">
 <tr>
  <td valign=top width=7% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=right style="margin:0in;margin-bottom:6.0pt;text-align:right;"><font face="Times New Roman,serif" style="font-size:7.0pt;">&#9679;</font></p>
  </td>
 <td valign=top width=93% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:6.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">qualify as a RIC; and</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=7% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=right style="margin:0in;margin-bottom:6.0pt;text-align:right;"><font face="Times New Roman,serif" style="font-size:7.0pt;">&#9679;</font></p>
  </td>
 <td valign=top width=93% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">satisfy
  the Annual Distribution Requirement,</font></p>
  </td>
 </tr>
</table></div>



<p style="margin:0in;margin-bottom:.0001pt;margin-top:6.0pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">then we will not be subject to federal income tax on
the portion of our income we distribute (or are deemed to distribute) to
shareholders. We will be subject to U.S. federal income tax at the regular
corporate rates on any income or capital gains not distributed (or deemed
distributed) to our shareholders. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><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 will be subject to a 4.0% nondeductible federal
excise tax on certain undistributed income unless we distribute in a timely
manner an amount at least equal to the sum of (1) 98.0% of our net ordinary income
(taking into account certain deferrals and elections) for each calendar year,
(2) 98.2% of our capital gain net income (adjusted for certain ordinary losses)
for the one-year period ending October 31 in that calendar year and (3) any ordinary
income and capital gain net income recognized, but not distributed, in
preceding years and on which we paid no federal income tax, or the Excise Tax
Avoidance Requirement. </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;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In order to qualify as a RIC for federal income tax
purposes, we must, among other things: </font></p>

<div align=left><table border=1 cellpadding=0 cellspacing=0 style="border:none;border-collapse:collapse;margin-left:5.4pt;width:100%;">
 <tr>
  <td valign=top width=7% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=right style="margin:0in;margin-bottom:6.0pt;text-align:right;"><font face="Times New Roman,serif" style="font-size:7.0pt;">&#9679;</font></p>
  </td>
 <td valign=top width=93% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:6.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">continue to qualify as a BDC under the 1940 Act at
  all times during each taxable year;</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=7% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=right style="margin:0in;margin-bottom:6.0pt;text-align:right;"><font face="Times New Roman,serif" style="font-size:7.0pt;">&#9679;</font></p>
  </td>
 <td valign=top width=93% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:6.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">derive in each taxable year at least 90% of our gross
  income from dividends, interest, payments with respect to certain securities,
  loans, gains from the sale of stock or other securities, net income from
  certain &#8220;qualified publicly traded partnerships,&#8221; or other income derived
  with respect to our business of investing in such stock or securities, or the
  90% Income Test; and</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=7% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=right style="margin:0in;margin-bottom:6.0pt;text-align:right;"><font face="Times New Roman,serif" style="font-size:7.0pt;">&#9679;</font></p>
  </td>
 <td valign=top width=93% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:6.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">diversify our holdings so that at the end of each
  quarter of the taxable year:</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=7% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=right style="margin:0in;margin-bottom:6.0pt;text-align:right;"><font face="Times New Roman,serif" style="font-size:7.0pt;">&#9679;</font></p>
  </td>
 <td valign=top width=93% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:6.0pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">at least 50% of the value of our assets consists of
  cash, cash equivalents, U.S. Government securities, securities of other RICs,
  and other securities if such other securities of any one issuer do not
  represent more than 5% of the value of our assets or more than 10% of the
  outstanding voting securities of the issuer; and</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=7% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p align=right style="margin:0in;margin-bottom:6.0pt;text-align:right;"><font face="Times New Roman,serif" style="font-size:7.0pt;">&#9679;</font></p>
  </td>
 <td valign=top width=93% style="border:none;padding:0in 5.4pt 0in 5.4pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">no
  more than 25% of the value of our assets is invested in the securities, other
  than U.S. government securities or securities of other RICs, of one issuer,
  of two or more issuers that are controlled, as determined under applicable
  Code rules, by us and that are engaged in the same or similar or related
  trades or businesses or of certain &#8220;qualified publicly traded partnerships,&#8221;
  or the Diversification Tests.</font></p>
  </td>
 </tr>
</table></div>



<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;">For federal income tax purposes, we may be required to
recognize taxable income in circumstances in which we do not receive a
corresponding payment in cash. For example, if we hold debt obligations that
are treated under applicable tax rules as having original issue discount (such
as debt instruments with contractual &#8220;payment-in-kind,&#8221; or PIK, interest or, in
certain cases, increasing interest rates or debt instruments that were issued
with warrants), we must include in income each year a portion of the original
issue discount that accrues over the life of the obligation, regardless of
whether cash representing such income is received by us in the same taxable
year. We may also have to include in income other amounts that we have not yet received
in cash, such as deferred loan origination fees that are paid after origination
of the loan or are paid in non-cash compensation such as warrants or stock. We
anticipate that a portion of our income may constitute original issue discount
or other income required to be included in taxable income prior to receipt of
cash. </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;">Because any original issue discount or other amounts
accrued will be included in our investment company taxable income for the year
of the accrual, we may be required to make a distribution to our shareholders
in order to satisfy the Annual Distribution Requirement, even though we will
not have received any corresponding cash amount. As a result, we may have
difficulty meeting the annual distribution requirement necessary to qualify for
and maintain RIC tax treatment under the Code. We may have to sell some of our
investments at times and/or at prices we would not consider advantageous, raise
additional debt or equity capital or forego new investment opportunities for
this purpose. If we are not able to obtain cash from other sources, we may fail
to qualify for RIC tax treatment and thus become subject to corporate-level
income tax. Our ability to dispose of assets to meet our distribution
requirements may be limited by (1) the illiquid nature of our portfolio and/or
(2) other requirements relating to our status as a RIC, including the
Diversification Tests. If we dispose of assets in order to meet the Annual
Distribution Requirement or the Excise Tax Avoidance Requirement, we may make such
dispositions at times that, from an investment standpoint, are not
advantageous. </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;">Under the 1940 Act, we are not permitted to make
distributions to our shareholders while our debt obligations and other senior
securities are outstanding unless certain &#8220;asset coverage&#8221; tests are met. As a
result, we may be prohibited from making distributions necessary to satisfy the
Annual Distribution Requirement. Even if we are not prohibited from making
distributions, our ability to raise additional capital to satisfy the Annual
Distribution Requirement may be limited. If we are not able to make sufficient
distributions to satisfy the Annual Distribution Requirement, we may fail to qualify
for RIC tax treatment and thus become subject to corporate-level income tax.</font></p>


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<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;">Certain of our
investment practices may be subject to special and complex federal income tax
provisions that may, among other things, (1) treat dividends that would
otherwise constitute qualified dividend income as non-qualified dividend
income, (2) disallow, suspend or otherwise limit the allowance of certain
losses or deductions, (3) convert lower-taxed long-term capital gain into
higher-taxed short-term capital gain or ordinary income, (4) convert an
ordinary loss or a deduction into a capital loss (the deductibility of which is
more limited), (5) cause us to recognize income or gain without receipt of a
corresponding distribution of cash, (6) adversely affect the time as to when a
purchase or sale of stock or securities is deemed to occur, (7) adversely alter
the characterization of certain complex financial transactions and (8) produce
income that will not be qualifying income for purposes of the 90% Income Test.
We intend to monitor our transactions and may make certain tax elections to
mitigate the potential adverse effect of these provisions, but there can be no
assurance that any adverse effects of these provisions will be mitigated.</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;">If we purchase shares in a passive foreign investment
company, or a PFIC, we may be subject to federal income tax on its allocable
share of a portion of any &#8220;excess distribution&#8221; received on, or any gain from
the disposition of, such shares even if our allocable share of such income is
distributed as a taxable dividend to our shareholders. Additional charges in
the nature of interest generally will be imposed on us in respect of deferred
taxes arising from any such excess distribution or gain. If we invest in a PFIC
and elect to treat the PFIC as a &#8220;qualified electing fund&#8221; under the Code, or a
QEF, in lieu of the foregoing requirements, we will be required to include in
income each year our proportionate share of the ordinary earnings and net
capital gain of the QEF, even if such income is not distributed by the QEF.
Alternatively, we may be able to elect to mark-to-market at the end of each
taxable year our shares in a PFIC; in this case, we will recognize as ordinary
income our allocable share of any increase in the value of such shares, and as
ordinary loss our allocable share of any decrease in such value to the extent that
any such decrease does not exceed prior increases included in our income. Under
either election, we may be required to recognize in a year income in excess of
distributions from PFICs and proceeds from dispositions of PFIC stock during
that year, and such income will nevertheless be subject to the Annual
Distribution Requirement and will be taken into account for purposes of the 4%
excise tax.</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><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exchange
Act and Sarbanes-Oxley Act Compliance </font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-indent:16.75pt;"><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 subject to the reporting and disclosure
requirements of the Exchange Act, including the filing of quarterly, annual and
current reports, proxy statements and other required items. In addition, we are
subject to the Sarbanes-Oxley Act, which imposes a wide variety of regulatory
requirements on publicly-held companies and their insiders. Many of these
requirements affect us. For example: </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: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;">pursuant to Rule 13a-14 of the
Exchange Act, our co-chief executive officers and our chief financial officer
are required to certify the accuracy of the financial statements contained in
our periodic reports;</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;">pursuant to Item 307 of Regulation
S-K, our periodic reports are required to disclose our conclusions about the
effectiveness of our disclosure controls and procedures; 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;">pursuant to Rule 13a-15 of the
Exchange Act, our management is required to prepare a report regarding its
assessment of our internal control over financial reporting.</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:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Sarbanes-Oxley Act requires us to review our
current policies and procedures to determine whether we comply with the
Sarbanes-Oxley Act and the regulations promulgated thereunder. We intend to
monitor our compliance with all regulations that are adopted under the
Sarbanes-Oxley Act and will take actions necessary to ensure that we are in
compliance therewith. </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;">Under the Jumpstart Our Business Startups Act, or JOBS
Act, we are exempt from the provisions of Section 404(b) of the Sarbanes-Oxley
Act, which would require that our independent registered public accounting firm
provide an attestation report on the effectiveness of our internal control over
financial reporting. This may increase the risk that material weaknesses or
other deficiencies in our internal control over financial reporting go
undetected.</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;">Other </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;">We expect to be periodically examined by
the SEC for compliance with the 1940 Act. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are required to provide and maintain a
bond issued by a reputable fidelity insurance company to protect us against
larceny and embezzlement. Furthermore, as a BDC, we are prohibited from
protecting any director or officer against any liability to us or our
shareholders arising from willful misconduct, bad faith, gross negligence or
reckless disregard of the duties involved in the conduct of such person&#8217;s
office. </font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We do not currently have any employees and
we do not currently intend to hire any in the future. The compensation of our
chief financial officer and treasurer, Keith S. Franz, and our chief compliance
officer and secretary, Stephen Roman, is paid by CIM. We reimburse CIM for the
compensation paid to our chief financial officer and his staff and our chief
compliance officer and his staff.&#160; In the future, CIM may retain additional
investment personnel based upon its needs. </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;">Available Information</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:3.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Within 60 days after the end of each fiscal
quarter, we distribute our quarterly report on Form 10-Q to all shareholders of
record. In addition, we distribute our annual report on Form 10-K to all
shareholders within 120 days after the end of each fiscal year. These reports are
available on our website at www.cioninvestmentcorp.com and on the SEC&#8217;s website
at www.sec.gov. Information contained on our website is not incorporated by
reference into this Annual Report on Form 10-K and shareholders should not consider
information contained on our website to be part of this Annual Report on Form
10-K. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We file with or submit to the SEC annual,
quarterly and current reports, proxy statements and other information meeting
the informational requirements of the Exchange Act. Shareholders may inspect
and copy these reports, proxy statements and other information, as well as
related exhibits and schedules, at the Public Reference Room of the SEC at 100
F Street, N.E., Washington, DC 20549. Shareholders may obtain information on
the operation of the Public Reference Room by calling the SEC at
1-800-SEC-0330. The SEC maintains an Internet site that contains reports, proxy
and information statements and other information filed electronically by us
with the SEC, which are available on the SEC&#8217;s website at www.sec.gov. Copies
of these reports, proxy and information statements and other information may be
obtained, after paying a duplicating fee, by electronic request at the
following e-mail address: publicinfo@sec.gov, or by writing the SEC&#8217;s Public
Reference Section, 100 F Street, N.E., Washington, DC 20549.</font></font></p>




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  <p style="margin:0in;margin-bottom:.0001pt;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;">Item&nbsp;1A. Risk Factors </font></b></p>
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<p style="margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><a name=Risks></a><a name="Risks_bclEnd"></a><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Investing in our common stock involves a number of significant risks. In
addition to the other information contained in this Annual Report on Form 10-K,
investors should consider carefully the following information before making an
investment in our common stock. If any of the following events occur, our
business, financial condition and results of operations could be materially and
adversely affected. In such case, the net asset value of our common stock could
decline, and investors may lose all or part of their investment. </font></i></p>

<h2 style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font style="font-variant:small-caps;"><b><i><font face=Arial,sans-serif style="font-size:9.0pt;">&nbsp;</font></i></b></font></h2>

<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;">Risks
Relating to Our Business and Structure </font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></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;">We
are a relatively new company and have a limited operating history. </font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></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 formed on August 9, 2011 and met our minimum
offering requirement of $2.5 million in common stock in December 2012. We are
subject to all of the business risks and uncertainties associated with any relatively
new business, including the risk that we will not achieve our investment
objective and that the value of our common stock could decline substantially.</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><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our
board of directors may change our operating policies and strategies without
prior notice or shareholder approval, the effects of which may be adverse to
our results of operations and financial condition. </font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our board of directors has the authority to modify or
waive our current operating policies, investment criteria and strategies
without prior notice and without shareholder approval. We cannot predict the
effect any changes to our current operating policies, investment criteria and
strategies would have on our business, net asset value, operating results and
value of our stock. However, the effects might be adverse, which could
negatively impact our ability to pay investors distributions and cause
investors to lose all or part of their investment. Moreover, we have
significant flexibility in investing the net proceeds from our continuous
offering and may use the net proceeds from our continuous offering in ways with
which investors may not agree or for purposes other than those contemplated in
our prospectus. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><b><i><font face=Arial,sans-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;">Price
declines in the medium- and large-sized U.S. corporate debt market may
adversely affect the fair value of our portfolio, reducing our net asset value
through increased net unrealized depreciation. </font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><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;">Conditions in the medium- and large-sized U.S.
corporate debt market may deteriorate, as seen during the recent financial
crisis, which may cause pricing levels to similarly decline or be volatile.&#160;
During the financial crisis, many institutions were forced to raise cash by
selling their interests in performing assets in order to satisfy margin
requirements or the equivalent of margin requirements imposed by their lenders
and/or, in the case of hedge funds and other investment vehicles, to satisfy
widespread redemption requests. This resulted in a forced deleveraging cycle of
price declines, compulsory sales, and further price declines, with falling
underlying credit values, and other constraints resulting from the credit
crisis generating further selling pressure.&#160; If similar events occurred in the medium-
and large-sized U.S. corporate debt market, our net asset value could decline
through an increase in unrealized depreciation and incurrence of realized
losses in connection with the sale of our investments, which could have a
material adverse impact on our business, financial condition and results of
operations.</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;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Economic activity in the U.S. was adversely impacted by the
global financial crisis that began in 2007 and has yet to fully recover. </font></i></b></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 style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Economic activity continues to be somewhat
subdued since the 2007 financial crisis. As a result, corporate interest rate
risk premiums, otherwise known as credit spreads, declined significantly
throughout most of 2009 and 2010. However, credit spreads remain slightly above
historical averages, particularly in the loan market. The improving economic
and market conditions that have driven these declines in credit spreads may
reverse themselves if uncertainty returns to the markets. Such a reversal could
negatively impact credit spreads as well as our ability to obtain financing,
particularly from the debt markets.</font></font></p>

<p style="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="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The
downgrade in the U.S. credit rating and the economic crisis in Europe could
materially adversely affect our business, financial condition and results of
operations. </font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></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;">On August 5, 2011, Standard &amp; Poor&#8217;s downgraded the
U.S. credit rating to AA+ from its top rank of AAA. The current U.S. debt
ceiling and budget deficit concerns have increased the possibility of further
credit-rating agency downgrades and an economic slowdown. The downgrade of the U.S.
credit rating could have a material adverse effect on the financial markets and
economic conditions in the U.S. and throughout the world. Additionally, any
potential austerity measures necessary to reduce the deficit could accelerate
an already slowing economy in the near term. In January 2012, Standard &amp;
Poor&#8217;s lowered its long-term sovereign credit rating for France, Italy, Spain
and six other European countries, which has negatively impacted global markets
and economic conditions. In addition, in April 2012, Standard &amp; Poor&#8217;s
further lowered its long-term sovereign credit rating for Spain. In December
2013, Standard &amp; Poor&#8217;s lowered its long-term sovereign credit rating of
the European Union, citing deteriorating creditworthiness of the bloc&#8217;s 28
member nations. Though austerity measures and bailout administration have
generally tempered some concerns over the short-term collapse of these
countries&#8217; governments and their respective banking systems, the underlying
long-term and systemic risks and concerns have not been eliminated.</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The U.S. credit rating downgrade could negatively impact the
trading market for U.S. government securities and would likely impact the
credit risk associated with our investments in U.S. Treasury securities. This
could reduce the value of the U.S. Treasury securities that we may hold in our
portfolio. In addition, adverse market and economic conditions that could occur
due to a downgrade of the credit rating on the debt of the United States could
result in rapidly rising interest rates, a falling dollar, shakier financial
markets and slowing or negative economic growth in the near term. The impact of
the August 2011 downgrade or any further downgrade to the U.S. government&#8217;s
sovereign credit rating, or its perceived creditworthiness, and the impact of
the current crisis in Europe with respect to the ability of certain European
Union countries to continue to service their sovereign debt obligations, is
inherently unpredictable and could adversely affect the U.S. and global financial
markets and economic conditions. These events could adversely affect our
business in many ways, including, but not limited to, adversely impacting our
portfolio companies&#8217; ability to obtain financing, or obtaining financing but at
significantly lower valuations than the preceding financing rounds. If any of
these events were to occur, it could materially adversely affect our business,
financial condition and results of operations.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our ability to achieve our investment
objective depends on the ability of CIM and AIM to manage and support our
investment process. If either CIM or AIM were to lose any members of their
respective senior management teams, our ability to achieve our investment
objective could be significantly harmed. </font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Since we have no employees, we depend on
the investment expertise, skill and network of business contacts of the broader
networks of CIM and Apollo and their affiliates. CIM, with the assistance of
AIM, evaluates, negotiates, structures, executes, monitors and services our
investments. Our future success depends to a significant extent on the
continued service and coordination of CIM and its senior management team. The
departure of any members of CIM&#8217;s senior management team could have a material
adverse effect on our ability to achieve our investment objective. Likewise,
the departure of any key employees of AIM may impact its ability to render
services to us under the terms of its sub-advisory agreement with CIM and us.</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;">Our ability to achieve our investment
objective depends on CIM&#8217;s ability, with the assistance of AIM, to identify and
analyze, and to invest in, finance and monitor companies that meet our
investment criteria. CIM&#8217;s capabilities in structuring the investment process,
providing competent, attentive and efficient services to us, and facilitating
access to financing on acceptable terms depend on the employment of investment
professionals in an adequate number and of adequate sophistication to match the
corresponding flow of transactions. To achieve our investment objective, CIM
may need to hire, train, supervise and manage new investment professionals to
participate in our investment selection and monitoring process. CIM may not be
able to find investment professionals in a timely manner or at all. Failure to
support our investment process could have a material adverse effect on our
business, financial condition and results of operations. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Both the investment advisory agreement
between CIM and us and the investment sub-advisory agreement that we and CIM
have entered into with AIM have been approved pursuant to Section 15 of the
1940 Act. In addition, both the investment advisory agreement and the
investment sub-advisory agreement have termination provisions that allow the
parties to terminate the agreements. The investment advisory agreement may be
terminated at any time, without penalty, by us or by CIM, upon 60 days notice.
The investment sub-advisory agreement may be terminated at any time, upon 60
days&#8217; written notice by AIM or, if a majority of the independent directors of
our board of directors or the holders of a majority of our outstanding voting
securities determine that the investment sub-advisory agreement with AIM should
be terminated, by us. If either agreement is terminated, it may adversely
affect the quality of our investment opportunities. In addition, in the event
such agreements are terminated, it may be difficult for us to replace CIM
and/or AIM. </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 investment sub-advisory agreement
provides that if AIM terminates the agreement other than for good reason or the
agreement is not renewed or is terminated for cause (as defined in the
investment sub-advisory agreement), then (x) AIM will be entitled to receive
all amounts and any accrued, but unreimbursed, expenses payable to it and not
yet paid pursuant to the investment sub-advisory agreement and (y) CIM may
elect to subject AIM to an exclusivity restriction contained in the investment
sub-advisory agreement, which survives until three years from the date that we
met our minimum offering requirement. The term &#8220;good reason,&#8221; as used in the
investment sub-advisory agreement, is defined to include any of the following:
(A) those instances in which CIM would be prohibited from acting as an
investment adviser to us under Section 9(a) of the 1940 Act on account of
action by itself or a person subject to its supervision in the absence of
receiving an exemptive order under Section 9(c) of the 1940 Act; (B) those
instances in which CIM becomes subject to a prohibition under Section 9(a) or
(b) of the 1940 Act; or (C) CIM or we breach the investment sub-advisory
agreement in any material respect and fail to cure such breach within 30 days
after notice by AIM. </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 investment sub-advisory agreement also
provides that if the agreement is terminated by AIM for good reason or the
agreement is not renewed or is terminated otherwise without cause by us or our
shareholders, as applicable, AIM will be entitled to the payment of all amounts
and any accrued but unreimbursed expenses payable to it and not yet paid, as
well as an amount equal to 37.5% of the gross amount of management fees and
incentive fees paid by us over the three year period commencing in the calendar
quarter following the calendar quarter in which such termination occurs.
Pursuant to the terms of the investment sub-advisory agreement, CIM is
obligated to make all such payments to AIM and we are not obligated to pay in
the event that CIM is unable or unwilling to pay. In addition, the restriction
on the ability of CIM and its affiliates from directly or indirectly acting as
an investment adviser or sub-adviser and/or as a sponsor (or engaging any other
person for the purpose of acting as an investment adviser or sub-adviser) to
any other business development company that engages primarily in the business
of providing senior, unitranche and/or mezzanine financing to private, U.S.
businesses, and (other than us) whose securities are listed on a public
securities exchange will survive indefinitely.</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Because
our business model depends to a significant extent upon relationships with
private equity sponsors, investment banks and commercial banks, the inability
of CIM and AIM to maintain or develop these relationships, or the failure of
these relationships to generate investment opportunities, could adversely
affect our business. </font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM and AIM depend on their broader
organizations&#8217; relationships with private equity sponsors, investment banks and
commercial banks, and we rely to a significant extent upon these relationships
to provide us with potential investment opportunities. If CIM or Apollo or
their organizations, as applicable, fail to maintain their existing
relationships or develop new relationships with other sponsors or sources of
investment opportunities, we may not be able to grow our investment portfolio.
In addition, individuals with whom CIM and Apollo or their respective broader
organizations have relationships are not obligated to provide us with
investment opportunities, and, therefore, there is no assurance that such
relationships will generate investment opportunities for us.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may face increasing competition for
investment opportunities, which could delay deployment of our capital, reduce
returns and result in losses. </font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We compete for investments with other BDCs
and investment funds (including private equity funds, mezzanine funds and funds
that invest in CLOs, structured notes, derivatives and other types of
collateralized securities and structured products), as well as traditional financial
services companies such as commercial banks and other sources of funding.
Moreover, alternative investment vehicles, such as hedge funds, have begun to
invest in areas in which they have not traditionally invested, including making
investments in small to mid-sized private U.S. companies. As a result of these
new entrants, competition for investment opportunities in small and
middle-market private U.S. companies may intensify. Many of our competitors are
substantially larger and have considerably greater financial, technical and
marketing resources than we do. For example, some competitors may have a lower
cost of capital and access to funding sources that are not available to us. In
addition, some of our competitors may have higher risk tolerances or different
risk assessments than we have. These characteristics could allow our
competitors to consider a wider variety of investments, establish more
relationships and offer better pricing and more flexible structuring than we
are able to do. We may lose investment opportunities if we do not match our
competitors&#8217; pricing, terms or structure. If we are forced to match our
competitors&#8217; pricing, terms or structure, we may not be able to achieve
acceptable returns on our investments or may bear substantial risk of capital
loss. A significant part of our competitive advantage stems from the fact that
the market for investments in small and middle-market private U.S. companies is
underserved by traditional commercial banks and other financial sources. A
significant increase in the number and/or the size of our competitors in this
target market could force us to accept less attractive investment terms.
Furthermore, many of our competitors have greater experience operating under,
or are not subject to, the regulatory restrictions that the 1940 Act imposes on
us as a BDC.</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><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As required by the 1940 Act, a significant
portion of our investment portfolio is and will be recorded at fair value as
determined in good faith by our board of directors and, as a result, there is
and will be uncertainty as to the value of our portfolio investments.</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Under the 1940 Act, we are required to
carry our portfolio investments at market value or, if there is no readily
available market value, at fair value as determined by our board of directors.
There is not a public market for the securities of the privately-held companies
in which we invest. Most of our investments will not be publicly traded or
actively traded on a secondary market. As a result, we value these securities
quarterly at fair value as determined in good faith by our board of directors
as required by the 1940 Act.</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;">Certain factors that may be considered in
determining the fair value of our investments include investment dealer quotes
for securities traded on the secondary market for institutional investors, the
nature and realizable value of any collateral, the portfolio company&#8217;s earnings
and its ability to make payments on its indebtedness, the markets in which the
portfolio company does business, comparison to comparable publicly-traded
companies, discounted cash flow and other relevant factors. As a result, our
determinations of fair value may differ materially from the values that would
have been used if a ready market for these non-traded securities existed. Due
to this uncertainty, our fair value determinations may cause our net asset
value on a given date to materially differ from the value that we may
ultimately realize upon the sale of one or more of our investments.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">There is a risk that investors in our
common stock may not receive distributions or that our distributions may not
grow over time.</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may not achieve investment results that
will allow us to make a specified level of cash distributions or year-to-year
increases in cash distributions. In addition, due to the asset coverage test
applicable to us as a BDC, we may be limited in our ability to make
distributions.</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The
amount of any distributions we may make is uncertain. Our distributions may
exceed our earnings, particularly during the period before we have
substantially invested the net proceeds from our public offering. Therefore,
portions of the distributions that we make may represent a return of capital to
shareholders that will lower their tax basis in their common stock and reduce
the amount of funds we have for investment in targeted assets.</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may fund our cash distributions to
shareholders from any sources of funds available to us, 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 us on account of preferred and
common equity investments in portfolio companies, and expense reimbursements
from IIG and AIM, which are subject to recoupment. In addition, through
December 31, 2014, a portion of our distributions resulted from expense
reimbursements from IIG, and future distributions may result from expense
reimbursements from IIG and AIM. Our ability to pay distributions might be
adversely affected by, among other things, the impact of one or more of the
risk factors described in this section. In addition, the inability to satisfy
the asset coverage test applicable to us as a BDC may limit our ability to pay
distributions. All distributions are and will be paid at the discretion of our
board of directors and will depend on our earnings, our financial condition,
maintenance of our RIC status, compliance with applicable BDC regulations and
such other factors as our board of directors may deem relevant from time to
time. We cannot assure investors that we will continue to pay distributions to
our shareholders in the future. In the event that we encounter delays in
locating suitable investment opportunities, we may pay all or a substantial
portion of our distributions from the proceeds of our public offering or from
borrowings in anticipation of future cash flow, which may constitute a return
of shareholders&#8217; capital. A return of capital is a return of shareholders&#8217;
investment, rather than a return of earnings or gains derived from our
investment activities. A shareholder will not be subject to immediate taxation
on the amount of any distribution treated as a return of capital to the extent
of the shareholder&#8217;s basis in its shares; however, the shareholder's basis in
its shares will be reduced (but not below zero) by the amount of the return of
capital, which will result in the shareholder recognizing additional gain (or a
lower loss) when the shares are sold. To the extent that the amount of the
return of capital exceeds the shareholder's basis in its shares, such excess
amount will be treated as gain from the sale of the shareholder&#8217;s shares. A
shareholder&#8217;s basis in the investment will be reduced by the nontaxable amount,
which will result in additional gain (or a lower loss) when the shares are
sold. Distributions from the proceeds of our public offering or from borrowings
also could reduce the amount of capital we ultimately invest in our portfolio
companies.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have not established any limit on the
amount of funds we may use from available sources, such as borrowings, if any,
or proceeds from our offering, to fund distributions (which may reduce the
amount of capital we ultimately invest in assets).</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Through December 31, 2014, a portion of our
distributions resulted from expense reimbursements from IIG, and future
distributions may result from expense reimbursements from IIG and AIM, each of
which are subject to repayment by us within three years. The purpose of this
arrangement is to reduce our operating expenses and to avoid such distributions
being characterized as a return of capital. Shareholders should understand that
any such distributions are not based on our investment performance, and can
only be sustained if we achieve positive investment performance in future
periods and/or IIG and AIM continue to make such expense reimbursements.
Shareholders should also understand that our future repayments of expense
reimbursements to IIG and AIM will reduce the distributions that they would
otherwise receive. There can be no assurance that we will achieve such
performance in order to sustain these distributions, or be able to pay
distributions at all. IIG and AIM have no obligation to provide expense
reimbursements to us in future periods.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Changes in laws or regulations governing
our operations may adversely affect our business or cause us to alter our
business strategy. </font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We and our portfolio companies are subject
to regulation at the local, state and federal level. New legislation may be
enacted or new interpretations, rulings or regulations could be adopted,
including those governing the types of investments we are permitted to make,
any of which could harm us and our shareholders, potentially with retroactive
effect.</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;">Additionally, any changes to the laws and
regulations governing our operations relating to permitted investments may
cause us to alter our investment strategy to avail ourselves of new or
different opportunities. Such changes could result in material differences to
our strategies and plans as set forth herein and may result in our investment
focus shifting from the areas of expertise of CIM and AIM to other types of
investments in which CIM and AIM may have less expertise or little or no
experience. Thus, any such changes, if they occur, could have a material
adverse effect on our financial condition and results of operations and the
value of a shareholder&#8217;s investment.</font></font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As a public company, we are subject to regulations not applicable
to private companies, such as provisions of the Sarbanes-Oxley Act. Efforts to
comply with such regulations will involve significant expenditures, and
non-compliance with such regulations may adversely affect us. </font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As a public company, we are subject to the
Sarbanes-Oxley Act, and the related rules and regulations promulgated by the
SEC. Our management is required to report on our internal control over
financial reporting pursuant to Section 404 of the Sarbanes-Oxley Act. We are
required to review on an annual basis our internal control over financial
reporting, and on a quarterly and annual basis to evaluate and disclose changes
in our internal control over financial reporting. As a relatively new company,
developing and maintaining an effective system of internal controls may require
significant expenditures, which may negatively impact our financial performance
and our ability to make distributions. This process also will result in a
diversion of our management&#8217;s time and attention. We cannot be certain of when
our evaluation, testing, and remediation actions will be completed or the
impact of the same on our operations. In addition, we may be unable to ensure
that the process is effective or that our internal controls over financial
reporting are or will be effective in a timely manner. In the event that we are
unable to develop or maintain an effective system of internal controls and
maintain or achieve compliance with the Sarbanes-Oxley Act and related rules,
we may be adversely affected.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The impact of financial reform legislation
on us is uncertain. </font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In light of recent conditions in the U.S.
and global financial markets and the U.S. and global economy, legislators, the
presidential administration and regulators have increased their focus on the
regulation of the financial services industry. The Dodd-Frank Wall Street
Reform and Consumer Protection Act, or the Dodd-Frank Act, institutes a wide
range of reforms that will have an impact on all financial institutions. Many
of the requirements called for in the Dodd-Frank Act will be implemented over
time, most of which will be subject to implementing regulations over the course
of the next several years. Given the uncertainty associated with the manner in
which the provisions of the Dodd-Frank Act will be implemented by the various
regulatory agencies and through regulations, the full impact such requirements
will have on our business, results of operations or financial condition is
unclear. The changes resulting from the Dodd-Frank Act may require us to invest
significant management attention and resources to evaluate and make necessary
changes in order to comply with new statutory and regulatory requirements.
Failure to comply with any such laws, regulations or principles, or changes
thereto, may negatively impact our business, results of operations and
financial condition. While we cannot predict what effect any changes in the
laws or regulations or their interpretations would have on us as a result of
the Dodd-Frank Act, these changes could be materially adverse to us and our
shareholders.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We could experience fluctuations in our
quarterly operating results due to a number of factors, including our ability
or inability to make investments in companies that meet our investment
criteria, the interest rate payable on the debt securities we acquire, the
level of our expenses (including our borrowing costs), variations in and the
timing of the recognition of realized and unrealized gains or losses, the
degree to which we encounter competition in our markets and general economic
conditions. As a result of these factors, results for any previous period
should not be relied upon as being indicative of performance in future periods.
</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Any unrealized losses we experience on our portfolio may be an
indication of future realized losses, which could reduce our income available
for distribution.</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As a BDC, we are required to carry our
investments at market value or, if no market value is ascertainable, at the
fair value as determined in good faith by our board of directors. Decreases in
the market value or fair value of our investments relative to amortized cost
will be recorded as unrealized depreciation. Any unrealized losses in our
portfolio could be an indication of a portfolio company&#8217;s inability to meet its
repayment obligations to us with respect to the affected loans. This could
result in realized losses in the future and ultimately in reductions of our
income available for distribution in future periods. In addition, decreases in
the market value or fair value of our investments will reduce our net asset
value.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pending legislation may allow us to incur additional leverage. </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;">As a BDC, we are generally not permitted to
incur indebtedness unless immediately after such borrowing we have an asset
coverage for total borrowings of at least 200% (i.e., the amount of debt may
not exceed 50% of the value of our assets). Recent legislation introduced in
the U.S. House of Representatives, if passed, would modify this section of the
1940 Act and increase the amount of debt that BDCs may incur by modifying the
percentage from 200% to 150%. Even if this legislation does not pass, similar
legislation may pass that permits us to incur additional leverage under the
1940 Act. As a result, we may be able to incur additional indebtedness in the
future, and, therefore, your risk of an investment in us may increase. </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;">Risks
Related to CIM and its Affiliates; Risks Related to AIM and its Affiliates</font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897732"></a><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;">CIM has limited prior
experience managing a BDC or a RIC.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM has limited experience managing a BDC
or a RIC and may not be able to successfully operate our business or achieve
our investment objective. As a result, an investment in our shares of common
stock may entail more risk than the shares of common stock of a comparable
company with a substantial operating history. </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 1940 Act and the Code impose numerous
constraints on the operations of BDCs and RICs that do not apply to the other
types of investment vehicles previously managed by CIM&#8217;s management team. For
example, under the 1940 Act, BDCs are required to invest at least 70% of their
total assets primarily in securities of qualifying U.S. private or
thinly-traded public companies. Moreover, qualification for RIC tax treatment
under Subchapter M of the Code requires, among other things, satisfaction of
source-of-income and other requirements. The failure to comply with these
provisions in a timely manner could prevent us from qualifying as a BDC or RIC
or could force us to pay unexpected taxes and penalties, which could be
material. CIM&#8217;s limited experience in managing a portfolio of assets under such
constraints may hinder its ability to take advantage of attractive investment
opportunities and, as a result, achieve our investment objective. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">CIM and its affiliates, including our officers and some of our
directors, face conflicts of interest caused by compensation arrangements with
us and our affiliates, which could result in actions that are not in the best
interests of our shareholders.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM and its affiliates receive substantial
fees from us in return for their services, and these fees could influence the
advice provided to us. Among other matters, the compensation arrangements could
affect their judgment with respect to public offerings of equity by us, which
allow the dealer manager to earn additional dealer manager fees and CIM to earn
increased asset management fees. In addition, the decision to utilize leverage
will increase our assets and, as a result, will increase the amount of
management fees payable to CIM and may increase the amount of subordinated
income incentive fees payable to CIM. </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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897734"></a><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;">We may be obligated to pay
CIM incentive compensation even if we incur a net loss due to a decline in the
value of our portfolio.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our investment advisory agreement entitles
CIM to receive incentive compensation on income regardless of any capital
losses. In such case, we may be required to pay CIM incentive compensation for
a fiscal quarter even if there is a decline in the value of our portfolio or if
we incur a net loss for that quarter. </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;">Any incentive fee payable by us that
relates to our net investment income may be computed and paid on income that
may include interest that has been accrued, but not yet received, including
original issue discount, which may arise if we receive warrants in connection
with the origination of a loan or possibly in other circumstances, or
contractual PIK interest, which represents contractual interest added to the
loan balance and due at the end of the loan term. To the extent we do not
distribute accrued PIK interest, the deferral of PIK interest has the
simultaneous effects of increasing the assets under management and increasing
the base management fee at a compounding rate, while generating investment
income and increasing the incentive fee at a compounding rate. In addition, the
deferral of PIK interest would also increase the loan-to-value ratio at a
compounding rate if the issuer&#8217;s assets do not increase in value, and
investments with a deferred interest feature, such as PIK interest, may
represent a higher credit risk than loans on which interest must be paid in
full in cash on a regular basis.</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 example, if a portfolio company
defaults on a loan that is structured to provide accrued interest, it is
possible that accrued interest previously included in the calculation of the
incentive fee will become uncollectible. CIM is not under any obligation to
reimburse us for any part of the incentive fee it received that was based on
accrued income that we never received as a result of a default by an entity on
the obligation that resulted in the accrual of such income, and such
circumstances would result in our paying an incentive fee on income we never
received.&#160; </font></font></p>

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<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">There may be conflicts of interest related to obligations that CIM&#8217;s
and Apollo&#8217;s respective senior management and investment teams have to other
clients.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The members of the senior management and
investment teams of both CIM and Apollo serve or may serve as officers,
directors or principals of entities that operate in the same or a related line
of business as we do, or of investment funds managed by the same personnel. In
serving in these multiple capacities, they may have obligations to other
clients or investors in those entities, the fulfillment of which may not be in
our best interests or in the best interest of our shareholders. Our investment
objective may overlap with the investment objectives of such investment funds,
accounts or other investment vehicles. In particular, we rely on CIM to manage
our day-to-day activities and to implement our investment strategy. CIM and
certain of its affiliates are presently, and plan in the future to continue to
be, involved with activities that are unrelated to us. As a result of these
activities, CIM, its officers and employees and certain of its affiliates will
have conflicts of interest in allocating their time between us and other
activities in which they are or may become involved, including the management
of its affiliated equipment funds. CIM and its officers and employees will
devote only as much of its or their time to our business as CIM and its
officers and employees, in their judgment, determine is reasonably required,
which may be substantially less than their full time.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We rely, in part, on AIM to assist with identifying
investment opportunities and making investment recommendations to CIM. AIM, its
affiliates and their respective members, partners, officers and employees will
devote as much of their time to our activities as they deem necessary and
appropriate. Apollo and its affiliates are not restricted from forming
additional investment funds, entering into other investment advisory
relationships, except in certain limited circumstances as set forth in the
investment sub-advisory agreement, or engaging in other business activities,
even though such activities may be in competition with us and/or may involve
substantial time and resources of AIM. These activities could be viewed as
creating a conflict of interest in that the time and effort of the members of AIM,
its affiliates and their officers and employees will not be devoted exclusively
to our business, but will be allocated between us and such other business
activities of Apollo and its affiliates in a manner that Apollo deems necessary
and appropriate. </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;">AIM currently acts as investment adviser to
AINV, which is also a BDC and is authorized to invest in the same kinds of
securities we invest or may invest in, although AINV primarily focuses on
providing senior and subordinated debt to companies that are expected to have
greater EBITDA than those that are our primary focus. Also, in connection with
such business activities, AIM and its affiliates may have existing business
relationships or access to material, non-public information that may prevent it
from recommending investment opportunities that would otherwise fit within our
investment objective. These activities could be viewed as creating a conflict
of interest in that the time, effort and ability of the members of AIM, its
affiliates and their officers and employees will not be devoted exclusively to
our business, but will be allocated between us and such other accounts managed
by AIM and its affiliates as AIM deems necessary and appropriate. </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;">It is possible that conflicts of interest
will arise from time to time in connection with our prospective and existing
investments and AINV or other funds or accounts managed or advised by Apollo,
including, without limitation, in circumstances giving rise to the
restructuring of an issuer in which we and AINV are investors, as well as
follow-on investments or dispositions with respect to such issuer. In such
circumstance, it is likely that we and CIM, on the one hand, will be walled off
from Apollo and AINV, on the other hand, and accordingly the parties will not collectively
discuss or participate in, for example, the restructuring with respect to such
issuer. Further, there may also arise instances in which we and AINV are
invested in the same issuer and we and/or AINV seeks to dispose of such
investment in a transaction that may otherwise require exemptive relief, in
which case the parties may need to obtain an exemptive order, the receipt of
which cannot be assured. </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;">In addition, there are no information
barriers amongst AIM and certain of its affiliates. If AIM or its affiliates
were to receive material non-public information about a particular company, or
have an interest in investing in a particular company, we may be prevented from
investing in such company. </font></font></p>


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<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;">Furthermore, it
is possible that AINV or other funds managed or advised by Apollo may own or
make investments in the same or similar securities at different times and on
different terms than we do. From time to time, we and AINV or other funds
managed or advised by Apollo may make investments at different levels of an
issuer&#8217;s capital structure or otherwise in different classes of an issuer&#8217;s
securities. Such investments may inherently give rise to conflicts of interest
or perceived conflicts of interest between or among the various classes of
securities that may be held by such entities. Conflicts may also arise because
portfolio decisions regarding us may benefit AINV or other funds managed or
advised by Apollo. Apollo and its managed funds may pursue or enforce rights
with respect to an issuer in which we have invested, and those activities may
have an adverse effect on us. As a result, prices, availability, liquidity, and
terms of our investments may be negatively impacted by the activities of Apollo
or its managed funds, and transactions for us may be impaired or effected at
prices or terms that may be less favorable than would otherwise have been the
case. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897736"></a><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The
time and resources that individuals employed by CIM and Apollo devote to us may
be diverted and we may face additional competition due to the fact that
individuals employed by CIM and Apollo are not prohibited from raising money
for or managing other entities that make the same types of investments that we
target.
</font></i></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;">Neither CIM nor AIM, nor individuals employed by CIM or
AIM, are generally prohibited from raising capital for and managing other
investment entities that make the same types of investments as those we target.
As a result, the time and resources that these individuals may devote to us may
be diverted. In addition, we may compete with any such investment entity for
the same investors and investment opportunities. We will be unable to
participate in certain transactions originated by CIM or its affiliates unless
we receive exemptive relief from the SEC. We are currently seeking exemptive
relief from the SEC to engage in co-investment transactions with CIM and its
affiliates. However, there can be no assurance that we will obtain such
exemptive relief. Even if we receive exemptive relief, neither CIM nor its
affiliates will be obligated to offer us the right to participate in any
transactions originated by them. Affiliates of Apollo, whose primary business
includes the origination of investments, engage in investment advisory business
with accounts that compete with us. Affiliates of AIM have no obligation to
make their originated investment opportunities available to AIM or to us.</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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897737"></a><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our
base management and incentive fees may induce CIM to make, and AIM to
recommend, speculative investments or to incur leverage. </font></i></b></p>

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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The incentive fee payable by us to CIM may create an
incentive for it to make investments on our behalf that are risky or more
speculative than would be the case in the absence of such compensation
arrangement. The way in which the incentive fee payable to CIM is determined
may encourage it to use leverage to increase the return on our investments. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The part of the management and incentive fees payable to
CIM that relates to our net investment income is computed and paid on income
that may include interest income that has been accrued but not yet received in
cash, such as market discount, debt instruments with PIK interest, preferred
stock with PIK dividends and zero coupon securities. This fee structure may be considered
to involve a conflict of interest for CIM to the extent that it may encourage
CIM to favor debt financings that provide for deferred interest, rather than
current cash payments of interest. </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In addition, the fact that our base
management fee is payable based upon our gross assets, which would include any
borrowings for investment purposes, may encourage CIM to use leverage to make
additional investments. Under certain circumstances, the use of leverage may
increase the likelihood of default, which would disfavor holders of our common
stock. Such a practice could result in our investing in more speculative
securities than would otherwise be in our best interests, which could result in
higher investment losses, particularly during cyclical economic downturns. In
addition, since AIM will receive a portion of the incentive fees paid to CIM,
AIM may have an incentive to recommend investments that are riskier or more
speculative.</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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897738"></a><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Shares
of our common stock may be purchased by CIM, Apollo or their affiliates. </font></i></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, Apollo and their respective affiliates may
purchase shares of our common stock for any reason deemed appropriate;
provided, however, that it is intended that neither CIM, Apollo nor their
respective affiliates will hold 5% or more of our outstanding shares of common
stock. CIM, Apollo and their respective affiliates will not acquire any shares
of our common stock with the intention to resell or re-distribute such shares.
The purchase of common stock by CIM, Apollo and their respective affiliates
could create certain risks, including, but not limited to, the following: </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: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, Apollo and their respective
affiliates may have an interest in disposing of our assets at an earlier date
so as to recover their investment in our common stock; 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;">substantial purchases of shares by
CIM, Apollo and their respective affiliates may limit CIM&#8217;s or AIM&#8217;s ability to
fulfill any financial obligations that it may have to us or incurred on our
behalf.</font></p>

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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">CIM relies on key personnel, the loss of any of whom could impair
its ability to successfully manage us.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our future success depends, to a
significant extent, on the continued services of the officers and employees of
CIM or its affiliates. The loss of services of one or more members of CIM&#8217;s
management team, including members of our investment committee, could adversely
affect our financial condition, business and results of operations. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font style="border:none;"><b><i><font face=Arial,sans-serif lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897740"></a><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;">The compensation we pay to
CIM was determined without independent assessment on our behalf, and these
terms may be less advantageous to us than if such terms had been the subject of
arm&#8217;s-length negotiations.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The compensation we pay to CIM was not
entered into on an arm&#8217;s-length basis with an unaffiliated third party. As a
result, the form and amount of such compensation may be less favorable to us
than they might have been had these been entered into through arm&#8217;s-length
transactions with an unaffiliated third party. </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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897741"></a><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;">CIM&#8217;s influence on
conducting our operations gives it the ability to increase its fees, which may
reduce the amount of cash flow available for distribution to our shareholders.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CIM is paid a base management fee
calculated as a percentage of our gross assets and unrelated to net income or
any other performance base or measure. CIM may advise us to consummate
transactions or conduct our operations in a manner that, in CIM&#8217;s reasonable
discretion, is in the best interests of our shareholders. These transactions,
however, may increase the amount of fees paid to CIM. CIM&#8217;s ability to
influence the base management fee paid to it by us could reduce the amount of
cash flow available for distribution to our shareholders.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name="_Toc349897742"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Risks Related to Business Development
Companies</font></b></font><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;"><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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897743"></a><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;">The requirement that we
invest a sufficient portion of our assets in qualifying assets could preclude
us from investing in accordance with our current business strategy; conversely,
the failure to invest a sufficient portion of our assets in qualifying assets
could result in our failure to maintain our status as a BDC.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As a BDC, we may not acquire any assets
other than &#8220;qualifying assets&#8221; unless, at the time of and after giving effect
to such acquisition, at least 70% of our total assets are qualifying assets.
See &#8220;Item 1. Business </font></font><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&#8211; </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Regulation.&#8221;
Therefore, we may be precluded from investing in what we believe are attractive
investments if such investments are not qualifying assets. Conversely, if we
fail to invest a sufficient portion of our assets in qualifying assets, we could
lose our status as a BDC, which would have a material adverse effect on our
business, financial condition and results of operations. Similarly, these rules
could prevent us from making additional investments in existing portfolio
companies, which could result in the dilution of our position, or could require
us to dispose of investments at an inopportune time to comply with the 1940
Act. If we were forced to sell non-qualifying investments in the portfolio for
compliance purposes, the proceeds from such sale could be significantly less
than the current value of such investments. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897744"></a><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;">Failure to maintain our
status as a BDC would reduce our operating flexibility.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">If we do not remain a BDC, we might be
regulated as a registered closed-end investment company under the 1940 Act,
which would subject us to substantially more regulatory restrictions under the
1940 Act and correspondingly decrease our operating flexibility.</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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897745"></a><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;">Regulations governing our
operation as a BDC and RIC will affect our ability to raise, and the way in
which we raise, additional capital or borrow for investment purposes, which may
have a negative effect on our growth.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As a result of the annual distribution
requirement to qualify as a RIC, we may need to periodically access the capital
markets to raise cash to fund new investments. We may issue &#8220;senior
securities,&#8221; as defined under the 1940 Act, including borrowing money from
banks or other financial institutions only in amounts such that our asset
coverage, as defined in the 1940 Act, equals at least 200% after such
incurrence or issuance. Our ability to issue different types of securities is
also limited. Compliance with these requirements may unfavorably limit our
investment opportunities and reduce our ability in comparison to other companies
to profit from favorable spreads between the rates at which we can borrow and
the rates at which we can lend. As a BDC, therefore, we intend to continuously
issue equity at a rate more frequent than our privately owned competitors,
which may lead to greater shareholder dilution. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We expect to borrow for investment
purposes. If the value of our assets declines, we may be unable to satisfy the
asset coverage test, which would prohibit us from paying distributions and
could prevent us from qualifying as a RIC. If we cannot satisfy the asset
coverage test, we may be required to sell a portion of our investments and,
depending on the nature of our debt financing, repay a portion of our
indebtedness at a time when such sales may be disadvantageous.</font></font></p>

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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Under the 1940 Act, we generally are
prohibited from issuing or selling our common stock at a price per share, after
deducting selling commissions and dealer manager fees, that is below our net
asset value per share, which may be a disadvantage as compared with other
public companies. We may, however, sell our common stock, or warrants, options
or rights to acquire our common stock, at a price below the current net asset
value of our common stock if our board of directors, including our independent
directors, determine that such sale is in our best interests and the best
interests of our shareholders, and our shareholders, as well as those
shareholders that are not affiliated with us, approve such sale. In any such
case, the price at which our securities are to be issued and sold may not be
less than a price that, in the determination of our board of directors, closely
approximates the fair value of such securities.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">Our ability to enter into transactions with our affiliates is
restricted.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are prohibited under the 1940 Act from
participating in certain transactions with certain of our affiliates without
the prior approval of a majority of the independent members of our board of
directors and, in some cases, the SEC. Any person that owns, directly or
indirectly, 5% or more of our outstanding voting securities will be our
affiliate for purposes of the 1940 Act and generally we will be prohibited from
buying or selling any securities from or to such affiliate, absent the prior
approval of our board of directors. The 1940 Act also prohibits certain &#8220;joint&#8221;
transactions with certain of our affiliates, which could include investments in
the same portfolio company (whether at the same or closely related times),
without prior approval of our board of directors and, in some cases, the SEC.
If a person acquires more than 25% of our voting securities, we will be
prohibited from buying or selling any security from or to such person or
certain of that person&#8217;s affiliates, or entering into prohibited joint transactions
with such persons, absent the prior approval of the SEC. Similar restrictions
limit our ability to transact business with our officers, directors, investment
advisers, sub-advisers or their affiliates. As a result of these restrictions,
we may be prohibited from buying or selling any security from or to any fund or
any portfolio company of a fund managed by CIM or Apollo, or entering into
joint arrangements such as certain co-investments with these companies or funds
without the prior approval of the SEC, which may limit the scope of investment
opportunities that would otherwise be available to us. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897747"></a><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;">We are uncertain of our
sources for funding our future capital needs; if we cannot obtain debt or
equity financing on acceptable terms, our ability to acquire investments and to
expand our operations will be adversely affected.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The net proceeds from the sale of common
stock will be used for our investment opportunities, operating expenses and for
payment of various fees and expenses such as base management fees, incentive
fees and other expenses. Any working capital reserves we maintain may not be
sufficient for investment purposes, and we may require debt or equity financing
to operate. Accordingly, in the event that we develop a need for additional capital
in the future for investments or for any other reason, these sources of funding
may not be available to us. Consequently, if we cannot obtain debt or equity
financing on acceptable terms, our ability to acquire investments and to expand
our operations will be adversely affected. As a result, we would be less able
to create and maintain a broad portfolio of investments and achieve our
investment objective, which may negatively impact our results of operations and
reduce our ability to make distributions to our shareholders. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897748"></a><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;">We are a non-diversified
investment company within the meaning of the 1940 Act, and therefore we are not
limited with respect to the proportion of our assets that may be invested in
securities of a single issuer.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are classified as a non-diversified
investment company within the meaning of the 1940 Act, which means that we are
not limited by the 1940 Act with respect to the proportion of our assets that
we may invest in securities of a single issuer. Under the 1940 Act, a &#8220;diversified&#8221;
investment company is required to invest at least 75% of the value of its total
assets in cash and cash items, government securities, securities of other
investment companies and other securities limited in respect of any one issuer
to an amount not greater than 5% of the value of the total assets of such
company and no more than 10% of the outstanding voting securities of such
issuer. As a non-diversified investment company, we are not subject to this
requirement. To the extent that we assume large positions in the securities of
a small number of issuers, or within a particular industry, our net asset value
may fluctuate to a greater extent than that of a diversified investment company
as a result of changes in the financial condition or the market&#8217;s assessment of
the issuer. We may also be more susceptible to any single economic or
regulatory occurrence than a diversified investment company or to a general
downturn in the economy. However, we will be subject to the diversification
requirements applicable to RICs under Subchapter M of the Code.</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;"><a name="_Toc349897749"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Risks Related to Our Investments</font></b></font><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;"><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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897750"></a><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;">Our investments in
prospective portfolio companies may be risky, and we could lose all or part of
our investment.</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We invest or intend to invest in the
following types of loans of private and thinly-traded U.S. middle-market
companies. </font></font></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:.5in;text-align:justify;text-indent:.5in;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">First Lien Loans
and Second Lien Loans</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&#160;
When we invest in senior secured term debt, including first lien loans and
second lien loans, we will generally take a security interest in the available
assets of these portfolio companies, including the equity interests of their
subsidiaries. We expect this security interest to help mitigate the risk that
we will not be repaid. However, there is a risk that the collateral securing
our loans may decrease in value over time or lose its entire value, may be
difficult to sell in a timely manner, may be difficult to appraise and may
fluctuate in value based upon the success of the business and market
conditions, including as a result of the inability of the portfolio company to
raise additional capital. Also, in some circumstances, our security interest
could be subordinated to claims of other creditors. In addition, deterioration
in a portfolio company&#8217;s financial condition and prospects, including its
inability to raise additional capital, may be accompanied by deterioration in
the value of the collateral for the loan. Consequently, the fact that a loan is
secured does not guarantee that we will receive principal and interest payments
according to the loan&#8217;s terms, or at all, or that we will be able to collect on
the loan should we be forced to enforce our remedies.</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;margin-left:.5in;text-align:justify;text-indent:.5in;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Unitranche
Loans.</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We also
expect to invest in unitranche loans, which are loans that combine both senior
and subordinated financing, generally in a first-lien position. Unitranche
loans provide all of the debt needed to finance a leveraged buyout or other
corporate transaction, both senior and subordinated, but generally in a first
lien position, while the borrower generally pays a blended, uniform interest
rate rather than different rates for different tranches. Unitranche debt
generally requires payments of both principal and interest throughout the life
of the loan. Unitranche debt generally has contractual maturities of five to
six years and interest is typically paid quarterly. Generally, we expect these
securities to carry a blended yield that is between senior secured and
subordinated debt interest rates. Unitranche loans provide a number of
advantages for borrowers, including the following: simplified documentation,
greater certainty of execution and reduced decision-making complexity throughout
the life of the loan. In addition, we may receive additional returns from any
warrants we may receive in connection with these investments. In some cases, a
portion of the total interest may accrue or be paid in kind. Because unitranche
loans combine characteristics of senior and subordinated financing, unitranche
loans have risks similar to the risks associated with senior secured debt,
including first lien loans and second lien loans, and subordinated debt in
varying degrees according to the combination of loan characteristics of the
unitranche loan. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Unsecured Debt.</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> Our unsecured debt, including corporate
bonds and subordinated, or mezzanine, investments will generally rank junior in
priority of payment to senior debt. This may result in a heightened level of
risk and volatility or a loss of principal, which could lead to the loss of the
entire investment. These investments may involve additional risks that could
adversely affect our investment returns. To the extent interest payments
associated with such debt are deferred, such debt may be subject to greater
fluctuations in valuations, and such debt could subject us and our shareholders
to non-cash income, including PIK interest and original issue discount. Loans
structured with these features may represent a higher level of credit risk than
loans that require interest to be paid in cash at regular intervals during the
term of the loan. Since we generally will not receive any principal repayments
prior to the maturity of some of our unsecured debt investments, such
investments will have greater risk than amortizing loans. </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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Equity Investments.</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We expect to make selected
equity investments. In addition, when we invest in senior secured debt,
including first and second lien loans, or unsecured debt, we may acquire
warrants to purchase equity securities. Our goal is ultimately to dispose of
these equity interests and realize gains upon our disposition of such
interests. However, the equity interests we receive may not appreciate in value
and, in fact, may decline in value. Accordingly, we may not be able to realize
gains from our equity interests, and any gains that we do realize on the
disposition of any equity interests may not be sufficient to offset any other
losses we experience.</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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Collateralized Securities, Structured
Products and Other.</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160; We
may also invest in collateralized securities, structured products and other
similar securities, which may include CDOs, CBOs, CLOs, structured notes and
credit-linked notes. Investments in such securities and products involve risks,
including, without limitation, credit risk and market risk. Certain of these
securities and products may be thinly traded or have a limited trading market.
Where our investments in collateralized securities, structured products and other
similar securities are based upon the movement of one or more factors,
including currency exchange rates, interest rates, reference bonds (or loans)
and stock indices, depending on the factor used and the use of multipliers or
deflators, changes in interest rates and movement of any factor may cause
significant price fluctuations. Additionally, changes in the reference
instrument or security may cause the interest rate on such a security or
product to be reduced to zero, and any further changes in the reference
instrument may then reduce the principal amount payable on maturity of the
security or product. Collateralized securities, structured products and other
similar securities may be less liquid than other types of securities and more
volatile than the reference instrument or security underlying the product.</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;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Non-U.S. Securities.</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;&nbsp;We may invest in non-U.S.
securities, which may include securities denominated in U.S. dollars or in
non-U.S. currencies, to the extent permitted by the 1940 Act. Because evidence
of ownership of such securities usually are held outside the United States, we
would be subject to additional risks if we invested in non-U.S. securities,
which include possible adverse political and economic developments, seizure or
nationalization of foreign deposits and adoption of governmental restrictions
which might adversely affect or restrict the payment of principal and interest
on the non-U.S. securities to investors located outside the country of the
issuer, whether from currency blockage or otherwise. Since non-U.S. securities
may be purchased with and payable in foreign currencies, the value of these
assets as measured in U.S. dollars may be affected unfavorably by changes in
current rates and exchange control regulations.</font></font></p>


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<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, we
invest in debt securities that are rated below investment grade by rating
agencies or that would be rated below investment grade if they were rated. Debt
securities rated below investment grade quality are generally regarded as
having predominantly speculative characteristics and may carry a greater risk
with respect to a borrower&#8217;s capacity to pay interest and repay principal. They
may also be difficult to value and illiquid.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">To the extent
original issue discount constitutes a portion of our income, we will be exposed
to risks associated with the deferred receipt of cash representing such income.</font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our investments may include original issue discount
instruments. To the extent original issue discount constitutes a portion of our
income, we will be exposed to typical risks associated with such income being
required to be included in taxable and accounting income prior to receipt of
cash, including the following:</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;">Original issue discount instruments
may have unreliable valuations because the accruals require judgments about
collectability.</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;">Original issue discount instruments
may create heightened credit risks because the inducement to trade higher rates
for the deferral of cash payments typically represents, to some extent,
speculation on the part of the borrower.</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;">For accounting purposes, cash
distributions to shareholders representing original issue discount income do
not come from paid-in capital, although they may be paid from the offering
proceeds. Thus, although a distribution of original issue discount income comes
from the cash invested by shareholders, the 1940 Act does not require that
shareholders be given notice of this fact.</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;">In the case of PIK &#8220;toggle&#8221; debt,
the PIK election has the simultaneous effects of increasing the assets under
management, thus increasing the base management fee, and increasing the
investment income, thus increasing the potential for realizing incentive fees.</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;">Since original issue discount will
be included in our investment company taxable income for the year of the
accrual, we may be required to make a distribution to our shareholders in order
to satisfy the annual distribution requirement applicable to RICs, even if we
will not have received any corresponding cash amount. As a result, we may have
difficulty meeting such annual distribution requirement necessary to obtain and
maintain RIC tax treatment under the Code. If we are not able to obtain cash
from other sources, and choose not to make a qualifying share distribution, we
may fail to qualify for RIC tax treatment and thus become subject to
corporate-level income tax.</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;">Original issue discount creates
risk of non-refundable cash payments to the advisor based on non-cash accruals
that may never be realized.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897751"></a><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our
portfolio companies may incur debt that ranks equally with, or senior to, our
investments in such companies.</font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><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 intend to invest primarily in senior secured debt,
including first lien loans, second lien loans and unitranche loans of private
and thinly-traded U.S. middle-market companies. Our portfolio companies may
have, or may be permitted to incur, other debt that ranks equally with, or
senior to, the debt in which we invest. By their terms, such debt instruments
may entitle the holders to receive payment of interest or principal on or
before the dates on which we are entitled to receive payments with respect to
the debt instruments in which we invest. Also, in the event of insolvency,
liquidation, dissolution, reorganization or bankruptcy of a portfolio company,
holders of debt instruments ranking senior to our investment in that portfolio
company would typically be entitled to receive payment in full before we
receive any payment or distribution. After repaying such senior creditors, such
portfolio company may not have any remaining assets to use for repaying its
obligation to us. In the case of debt ranking equally with debt instruments in
which we invest, we would have to share on an equal basis any payments or
distributions with other creditors holding such debt in the event of an
insolvency, liquidation, dissolution, reorganization or bankruptcy of the
relevant portfolio company.</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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897752"></a><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">There
may be circumstances where our debt investments could be subordinated to claims
of other creditors or we could be subject to lender liability claims.</font></i></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;">If one of our portfolio companies were to file for
bankruptcy, depending on the facts and circumstances, including the extent to
which we actually provided managerial assistance to that portfolio company, a
bankruptcy court might recharacterize our debt investment and subordinate all
or a portion of our claim to that of other creditors. We may also be subject to
lender liability claims for actions taken by us with respect to a borrower&#8217;s
business or instances where we exercise control over the borrower. </font></p>

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<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We
generally will not control our portfolio companies. </font></i></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;">We do not expect to control most of our portfolio
companies, even though we may have board representation or board observation
rights, and our debt agreements with such portfolio companies may contain
certain restrictive covenants. As a result, we are subject to the risk that a
portfolio company in which we invest may make business decisions with which we
disagree and the management of such company, as representatives of the holders
of the company&#8217;s common equity, may take risks or otherwise act in ways that do
not serve our interests as debt investors. Due to the lack of liquidity for our
investments in non-traded companies, we may not be able to dispose of our
interests in our portfolio companies as readily as we would like or at an
appropriate valuation. As a result, a portfolio company may make decisions that
could decrease the value of our portfolio holdings. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;page-break-after:avoid;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We will be
exposed to risks associated with changes in interest rates. </font></i></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;">We are subject to financial market risks, including
changes in interest rates. General interest rate fluctuations may have a
substantial negative impact on our investments and investment opportunities
and, accordingly, have a material adverse effect on our ability to achieve our
investment objective and our target rate of return on invested capital. In
addition, an increase in interest rates would make it more expensive to use
debt for our financing needs, if any.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><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;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">International investments
create additional risks. </font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;"><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;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have made, and expect to continue to make,
investments in portfolio companies that are domiciled outside of the United
States. We anticipate that up to 30% of our investments may be in assets
located in jurisdictions outside the United States. Our investments in foreign
portfolio companies are deemed &#8220;non-qualifying assets,&#8221; which means, as
required by the 1940 Act, they may not constitute more than 30% of our total
assets at the time of our acquisition of any asset, after giving effect to the
acquisition. Notwithstanding that limitation on our ownership of foreign
portfolio companies, those investments subject us to many of the same risks as
our domestic investments, as well as certain additional risks including the
following:</font></p>

<p style="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&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;">foreign governmental laws, rules
and policies, including those restricting the ownership of assets in the
foreign country or the repatriation of profits from the foreign country to the
United States; </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;">foreign currency devaluations that
reduce the value of and returns on our foreign 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;">adverse changes in the
availability, cost and terms of investments due to the varying economic
policies of a foreign country in which we invest; </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;">adverse changes in tax rates, the
tax treatment of transaction structures and other changes in operating expenses
of a particular foreign country in which we invest; </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 assessment of foreign-country
taxes (including withholding taxes, transfer taxes and value added taxes, any
or all of which could be significant) on income or gains from our investments
in the foreign country; </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;">adverse changes in foreign-country
laws, including those relating to taxation, bankruptcy and ownership of assets;
</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;">changes that adversely affect the
social, political and/or economic stability of a foreign country in which we
invest; </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;">high inflation in the foreign
countries in which we invest, which could increase the costs to us of investing
in those countries; </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;">deflationary periods in the foreign
countries in which we invest, which could reduce demand for our assets in those
countries and diminish the value of such investments and the related investment
returns to us; 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;">legal and logistical barriers in
the foreign countries in which we invest that materially and adversely limit
our ability to enforce our contractual rights with respect to those
investments. </font></p>

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

<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, we may make investments in countries whose
governments or economies may prove unstable. Certain of the countries in which
we may invest may have political, economic and legal systems that are
unpredictable, unreliable or otherwise inadequate with respect to the
implementation, interpretation and enforcement of laws protecting asset
ownership and economic interests. In some of the countries in which we may
invest, there may be a risk of nationalization, expropriation or confiscatory
taxation, which may have an adverse effect on our portfolio companies in those
countries and the rates of return we are able to achieve on such investments.
We may also lose the total value of any investment which is nationalized,
expropriated or confiscated. The financial results and investment opportunities
available to us, particularly in developing countries and emerging markets, may
be materially and adversely affected by any or all of these political, economic
and legal risks.</font></p>

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<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">We
have entered into the TRS Agreement that exposes us to certain risks, including
market risk, liquidity risk and other risks similar to those associated with
the use of leverage.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">&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;">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, which may include a specified
security, basket of securities or securities indices during the specified
period, in return for periodic payments based on a fixed or variable interest
rate. A TRS is typically used to obtain exposure to a security or market
without owning or taking physical custody of such security or investing
directly in such market. A TRS may effectively add leverage to our portfolio
because, in addition to our total net assets, we would be subject to investment
exposure on the amount of securities subject to the TRS. A TRS is also subject
to the risk that a counterparty will default on its payment obligations
thereunder or that we will not be able to meet our obligations to the
counterparty. In addition, because a TRS is a form of synthetic leverage, such
arrangements are subject to risks similar to those associated with the use of
leverage. See &#8220;Risks Relating to Debt Financing&#8221; below and &#8220;Item 1. Business &#8211;
Financing Arrangements &#8211; Total Return Swap.&#8221;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">Second priority liens on collateral securing debt investments that
we make to our portfolio companies may be subject to control by senior
creditors with first priority liens. If there is a default, the value of the
collateral may not be sufficient to repay in full both the first priority
creditors and us.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Certain debt investments that we make to portfolio
companies may be secured on a second priority basis by the same collateral
securing first priority debt of such companies. The first priority liens on the
collateral will secure the portfolio company&#8217;s obligations under any
outstanding senior debt and may secure certain other future debt that may be
permitted to be incurred by the company under the agreements governing the
loans. The holders of obligations secured by the first priority liens on the
collateral will generally control the liquidation of and be entitled to receive
proceeds from any realization of the collateral to repay their obligations in
full before us. In addition, the value of the collateral in the event of
liquidation will depend on market and economic conditions, the availability of
buyers and other factors. There can be no assurance that the proceeds, if any,
from the sale or sales of all of the collateral would be sufficient to satisfy
the debt obligations secured by the second priority liens after payment in full
of all obligations secured by the first priority liens on the collateral. If
such proceeds are not sufficient to repay amounts outstanding under the debt
obligations secured by the second priority liens, then we, to the extent not
repaid from the proceeds of the sale of the collateral, will only have an
unsecured claim against the company&#8217;s remaining assets, if any. </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 rights we may have with respect to the
collateral securing the debt investments we make to our portfolio companies
with senior debt outstanding may also be limited pursuant to the terms of one
or more intercreditor agreements that we enter into with the holders of senior
debt. Under such an intercreditor agreement, at any time that obligations that
have the benefit of the first priority liens are outstanding, any of the
following actions that may be taken in respect of the collateral will be at the
direction of the holders of the obligations secured by the first priority
liens: the ability to cause the commencement of enforcement proceedings against
the collateral; the ability to control the conduct of such proceedings; the
approval of amendments to collateral documents; releases of liens on the
collateral; and waivers of past defaults under collateral documents. We may not
have the ability to control or direct such actions, even if our rights are
adversely affected. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897757"></a><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;">Economic recessions or
downturns could impair our portfolio companies and adversely affect our
operating results.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Many of our portfolio companies may be
susceptible to economic recessions or downturns and may be unable to repay our
debt investments during these periods. Therefore, our non-performing assets are
likely to increase, and the value of our portfolio is likely to decrease during
these periods. Adverse economic conditions may also decrease the value of any
collateral securing our senior secured debt. A prolonged recession may further
decrease the value of such collateral and result in losses of value in our
portfolio and a decrease in our revenues, net income and net asset value.
Unfavorable economic conditions also could increase our funding costs, limit
our access to the capital markets or result in a decision by lenders not to
extend credit to us on terms we deem acceptable. These events could prevent us
from increasing investments and adversely affect our operating results. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">A covenant breach or other defaults by our portfolio companies may
adversely affect our operating results.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">A portfolio company&#8217;s failure to satisfy
financial or operating covenants imposed by us or other lenders could lead to
defaults and, potentially, termination of its loans and foreclosure on its
secured assets, which could trigger cross-defaults under other agreements and
jeopardize a portfolio company&#8217;s ability to meet its obligations under the debt
or equity securities that we hold. We may incur expenses to the extent
necessary to seek recovery upon default or to negotiate new terms, which may
include the waiver of certain financial covenants, with a defaulting portfolio
company.</font></font></p>

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<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Investing
in middle-market companies involves a number of significant risks, any one of
which could have a material adverse effect on our operating results.</font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;page-break-after:avoid;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;font-weight:normal;">Investments in middle-market companies involve the same
risks that apply generally to investments in larger, more established
companies. However, such investments have more pronounced risks in that
middle-market companies:</font></p>

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

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">may have limited financial
resources and may be unable to meet their obligations under their debt
securities that we hold, which may be accompanied by a deterioration in the
value of any collateral and a reduction in the likelihood of us realizing on
any guarantees we may have obtained in connection with our investment;</font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">have shorter operating histories,
narrower product lines and smaller market shares than larger businesses, which
tends to render them more vulnerable to competitors&#8217; actions and changing
market conditions, as well as general economic downturns; </font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">are more likely to depend on the
management talents and efforts of a small group of persons; therefore, the
death, disability, resignation or termination of one or more of these persons
could have a material adverse impact on our portfolio company and, in turn, on
us; </font></p>

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.75in;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;">generally have less predictable
operating results, may from time to time be parties to litigation, may be
engaged in rapidly changing businesses with products subject to a substantial
risk of obsolescence, and may require substantial additional capital to support
their operations, finance expansion or maintain their competitive position. In
addition, our executive officers, directors and members of CIM may, in the
ordinary course of business, be named as defendants in litigation arising from
our investments in the portfolio companies; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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;">may have difficulty accessing the
capital markets to meet future capital needs, which may limit their ability to
grow or to repay their outstanding indebtedness upon maturity.</font></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;page-break-after:avoid;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may not
realize gains from our equity investments.</font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><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;">Certain investments that we may make could include
warrants or other equity securities. In addition, we may make direct equity
investments in portfolio companies. Our goal is ultimately to realize gains
upon our disposition of such equity interests. However, the equity interests we
receive may not appreciate in value and, in fact, may decline in value.
Accordingly, we may not be able to realize gains from our equity interests, and
any gains that we do realize on the disposition of any equity interests may not
be sufficient to offset any other losses we experience. We also may be unable
to realize any value if a portfolio company does not have a liquidity event,
such as a sale of the business, recapitalization or public offering, which
would allow us to sell the underlying equity interests. We intend to seek puts
or similar rights to give us the right to sell our equity securities back to
the portfolio company issuer. We may be unable to exercise these put rights for
the consideration provided in our investment documents if the issuer is in
financial distress. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;page-break-after:avoid;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">An investment
strategy focused primarily on privately-held companies presents certain
challenges, including, but not limited to, the lack of available information
about these companies. </font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have invested and continue to invest primarily in privately-held
companies. Investments in private companies pose significantly greater risks
than investments in public companies. First, private companies have reduced
access to the capital markets, resulting in diminished capital resources and
the ability to withstand financial distress. Second, the depth and breadth of
experience of management in private companies tends to be less than that at
public companies, which makes such companies more likely to depend on the
management talents and efforts of a smaller group of persons and/or persons
with less depth and breadth of experience. Therefore, the decisions made by
such management teams and/or the death, disability, resignation or termination
of one or more of these persons could have a material adverse impact on our
investments and, in turn, on us. Third, the investments themselves tend to be
less liquid. As such, we may have difficulty exiting an investment promptly or
at a desired price prior to maturity or outside of a normal amortization
schedule. As a result, the relative lack of liquidity and the potential
diminished capital resources of our target portfolio companies may affect our
investment returns. Fourth, little public information generally exists about
private companies. Further, these companies may not have third-party debt
ratings or audited financial statements. We must therefore rely on the ability
of CIM and/or AIM to obtain adequate information through due diligence to
evaluate the creditworthiness and potential returns from investing in these
companies. These companies and their financial information will generally not
be subject to the Sarbanes-Oxley Act and other rules that govern public
companies. If we are unable to uncover all material information about these
companies, we may not make a fully informed investment decision, and we may
lose money on our investments. </font></p>

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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">A lack of liquidity in certain of our investments may adversely
affect our business.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have invested and continue to invest in
certain companies whose securities are not publicly traded or actively traded
on the secondary market, and whose securities are subject to legal and other
restrictions on resale or will otherwise be less liquid than publicly-traded
securities. The illiquidity of certain of our investments may make it difficult
for us to sell these investments when desired. In addition, if we are required
to liquidate all or a portion of our portfolio quickly, we may realize
significantly less than the value at which we had previously recorded these
investments. The reduced liquidity of our investments may make it difficult for
us to dispose of them at a favorable price, and, as a result, we may suffer
losses. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font style="border:none;"><b><i><font face=Arial,sans-serif lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897763"></a><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;">We may not have the funds or
ability to make additional investments in our portfolio companies</font></i></b></font><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;"> or
to fund our unfunded debt commitments.</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may not have the funds or ability to
make additional investments in our portfolio companies or to fund our unfunded
debt commitments. After our initial investment in a portfolio company, we may
be called upon from time to time to provide additional funds to such company or
have the opportunity to increase our investment through the exercise of a
warrant to purchase common stock. There is no assurance that we will make, or
will have sufficient funds to make, follow-on investments. Any decisions not to
make a follow-on investment or any inability on our part to make such an
investment may have a negative impact on a portfolio company in need of such an
investment, may result in a missed opportunity for us to increase our participation
in a successful operation or may reduce the expected return on the investment. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897764"></a><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;">We may acquire various
financial instruments for purposes of &#8220;hedging&#8221; or reducing our risks, which
may be costly and ineffective and could reduce our cash available for
distribution to our shareholders.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may seek to hedge against interest rate
and currency exchange rate fluctuations and credit risk by using financial
instruments such as futures, options, swaps and forward contracts, subject to
the requirements of the 1940 Act. These financial instruments may be purchased
on exchanges or may be individually negotiated and traded in over-the-counter
markets. Use of such financial instruments for hedging purposes may present
significant risks, including the risk of loss of the amounts invested. Defaults
by the other party to a hedging transaction can result in losses in the hedging
transaction. Hedging activities also involve the risk of an imperfect
correlation between the hedging instrument and the asset being hedged, which
could result in losses both on the hedging transaction and on the instrument
being hedged. Use of hedging activities may not prevent significant losses and
could increase our losses. Further, hedging transactions may reduce cash
available to pay distributions to our shareholders.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897765"></a><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;">Prepayments of our debt
investments by our portfolio companies could adversely impact our results of
operations and reduce our return on equity.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are subject to the risk that the
investments we make in our portfolio companies may be repaid prior to maturity.
When this occurs, we will generally reinvest these proceeds in temporary
investments, pending their future investment in new portfolio companies. These
temporary investments will typically have substantially lower yields than the
debt being prepaid and we could experience significant delays in reinvesting
these amounts. Any future investment in a new portfolio company may also be at
lower yields than the debt that was repaid. As a result, our results of
operations could be materially adversely affected if one or more of our
portfolio companies elect to prepay amounts owed to us. Additionally,
prepayments, net of prepayment fees, could negatively impact our return on
equity. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name="_Toc349897766"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Risks Relating to Debt Financing</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;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;">&nbsp;</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897767"></a><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;">If we borrow money, the
potential for loss on amounts invested in us will be magnified and may increase
the risk of investing in us. Borrowed money may also adversely affect the
return on our assets, reduce cash available for distribution to our
shareholders, and result in losses.</font></i></b></font><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;"> &nbsp;</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The use of borrowings, also known as
leverage, increases the volatility of investments by magnifying the potential
for loss on invested equity capital. If we use leverage to partially finance
our investments, through borrowing from banks and other lenders, shareholders
will experience increased risks of investing in our common stock. If the value
of our assets decreases, leveraging would cause net asset value to decline more
sharply than it otherwise would have had we not leveraged. Similarly, any
decrease in our income would cause net income to decline more sharply than it
would have had we not borrowed. Such a decline could negatively affect our
ability to make distributions to our shareholders. In addition, our
shareholders will bear the burden of any increase in our expenses as a result
of our use of leverage, including interest expenses and any increase in the
management or incentive fees payable to CIM. </font></font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We may use leverage to finance our investments. The amount of
leverage that we employ will depend on CIM&#8217;s and our board of directors&#8217;
assessment of market and other factors at the time of any proposed borrowing.
There can be no assurance that leveraged financing will be available to us on
favorable terms or at all. However, to the extent that we use leverage to
finance our assets, our financing costs will reduce cash available for
distributions to shareholders. Moreover, we may not be able to meet our financing
obligations and, to the extent that we cannot, we risk the loss of some or all
of our assets to liquidation or sale to satisfy the obligations. In such an
event, we may be forced to sell assets at significantly depressed prices due to
market conditions or otherwise, which may result in losses. </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 a BDC, we generally are required to meet
a coverage ratio of total assets to total borrowings and other senior
securities, which include all of our borrowings and any preferred stock that we
may issue in the future, of at least 200%. If this ratio declines below 200%,
we cannot incur additional debt and could be required to sell a portion of our
investments to repay some debt when it is disadvantageous to do so. This could
have a material adverse effect on our operations and investment activities.&#160;
Moreover, our ability to make distributions to shareholders may be
significantly restricted or we may not be able to make any such distributions
whatsoever. The amount of leverage that we will employ will be subject to
oversight by our board of directors, a majority of whom are independent
directors with no material interests in such transactions.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">At December 31, 2015, 2014 and 2013, our
borrowings for the BDC coverage ratio were $491,708, $326,703 and $107,496, respectively,
which included the non-collateralized TRS notional amount, </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">unfunded commitments (solely at December 31, 2014) </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">and
the financing arrangement in connection with our directors and officers
insurance and resulted in coverage ratios of 284%, 252% and 234%, respectively.
For a detailed discussion on the coverage ratio calculation, refer to Note 13
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:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Illustration</font></i></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&#160; The following table illustrates the
effect of leverage on returns from an investment in our common stock assuming
various annual returns, net of expenses. The calculations in the table below
are hypothetical and actual returns may be higher or lower than those appearing
below. The calculation assumes (i) we sell approximately $190 million of our
common stock during 2016, (ii) our net offering proceeds from such sales equal
$168 million, (iii) resulting in estimated net assets of approximately $1.07
billion as of December 31, 2016 and average net assets of approximately $988
million during 2016, (iv) we borrow funds equal to 50% of our average net
assets during such period, or $494 million, and (v) a weighted average cost of
funds of 3.25%. Actual expenses will depend on the number of shares of common
stock we sell in the offering and the amount of leverage we employ.&nbsp; For
example, if we were to raise proceeds significantly less than this amount during
2016, our expenses as a percentage of our average net assets would be
significantly higher. There can be no assurance that we will sell an aggregate
of $190 million worth of our common stock during 2016.&#160; In order to compute the
&#8220;Corresponding return to shareholders,&#8221; the &#8220;Assumed Return on Our Portfolio
(net of expenses)&#8221; is multiplied by the assumed total assets to obtain an
assumed return to us. From this amount, the interest expense is calculated by
multiplying the assumed weighted average cost of funds times the assumed debt
outstanding, and the product is subtracted from the assumed return to us in
order to determine the return available to shareholders. The return available
to shareholders is then divided by our shareholders&#8217; equity to determine the
&#8220;Corresponding return to shareholders.&#8221; Actual interest payments may be
different.</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
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  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
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  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Assuming
  Return on Our Portfolio</font></b></p>
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  </td>
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  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
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  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=31% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Net of
  Expenses)</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-10%</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-5%</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5%</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10%</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=31% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Corresponding
  return to shareholders</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-16.11%</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-8.80%</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-1.50%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.81%</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.11%</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Similarly, assuming (i) $1.07 billion in
net assets as of December 31, 2016 and average net assets of $988 million
during 2016, (ii) a weighted average cost of funds of 3.25% and (iii) $494
million in debt outstanding, our assets would need to yield an annual return
(net of expenses) of approximately 1.03% in order to cover the annual interest
payments on our outstanding debt.</font></font></p>

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

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897768"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">Changes in interest rates may affect our cost of capital and net
investment income.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Since we intend to use debt to finance a
portion of our 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 can offer no assurance that a
significant change in market interest rates will not have a material adverse
effect on our net investment income. In periods of rising interest rates when
we have debt outstanding, our cost of funds will increase, which could reduce
our net investment income. We expect that our long-term fixed-rate investments
will be financed primarily with equity and long-term debt. We may use interest
rate risk management techniques in an effort to limit our exposure to interest
rate fluctuations. These techniques may include various interest rate hedging
activities to the extent permitted by the 1940 Act. These activities may limit
our ability to participate in the benefits of lower interest rates with respect
to the hedged portfolio. Adverse developments resulting from changes in
interest rates or hedging transactions could have a material adverse effect on
our business, financial condition and results of operations. Also, we have
limited experience in entering into hedging transactions, and we will initially
have to purchase or develop such expertise. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">A rise in the general level of interest
rates can be expected to lead to higher interest rates applicable to our debt
investments. Accordingly, an increase in interest rates would make it easier
for us to meet or exceed the incentive fee hurdle rate and may result in a
substantial increase in the amount of incentive fees payable to CIM with
respect to pre-incentive fee net investment income.</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name="_Toc349897769"></a></p>
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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">43</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</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;">Federal Income Tax Risks</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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897770"></a><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We
will be subject to corporate-level income tax if we are unable to qualify as a
RIC under Subchapter M of the Code or to satisfy RIC distribution requirements. </font></i></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;">To obtain and maintain RIC tax treatment under
Subchapter M of the Code, we must, among other things, meet the following
annual distribution, income source and asset diversification requirements. </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: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 annual distribution requirement
for a RIC will be satisfied if we distribute to our shareholders on an annual
basis at least 90% of our net ordinary income and realized net short-term
capital gains in excess of realized net long-term capital losses, if any.
Because we may use debt financing, we are subject to an asset coverage ratio
requirement under the 1940 Act and may in the future become subject to certain
financial covenants under loan and credit agreements that could, under certain
circumstances, restrict us from making distributions necessary to satisfy the
distribution requirement. If we are unable to obtain cash from other sources,
we could fail to qualify for RIC tax treatment and thus become subject to
corporate-level income tax.</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 income source requirement will
be satisfied if we obtain at least 90% of our income for each year from
dividends, interest, gains from the sale of common stock or securities or similar
sources.</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;">The asset diversification
requirement will be satisfied if we meet certain asset diversification
requirements at the end of each quarter of our taxable year. To satisfy this
requirement, at least 50% of the value of our assets must consist of cash, cash
equivalents, U.S. government securities, securities of other RICs, and other
securities if such other securities of any one issuer do not represent more
than 5% of the value of our assets or more than 10% of the outstanding voting
securities of the issuer; and no more than 25% of the value of our assets can
be invested in the securities, other than U.S. government securities or
securities of other RICs, of one issuer, of two or more issuers that are
controlled, as determined under applicable Code rules, by us and that are
engaged in the same or similar or related trades or businesses or of certain
&#8220;qualified publicly-traded partnerships.&#8221; Failure to meet these requirements
may result in our having to dispose of certain investments quickly in order to
prevent the loss of RIC status. Because most of our investments will be in
private companies, and therefore will be relatively illiquid, any such
dispositions could be made at disadvantageous prices and could result in
substantial losses.</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;">If we fail to qualify for or maintain RIC tax treatment
for any reason and are subject to corporate income tax, the resulting corporate
taxes could substantially reduce our net assets, the amount of income available
for distribution and the amount of our distributions.</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;page-break-after:avoid;text-align:justify;"><a name="_Toc349897771"></a><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We
may have difficulty paying our required distributions if we recognize income
before or without receiving cash representing such income. </font></i></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;">For federal income tax purposes, we may be required to
recognize taxable income in circumstances in which we do not receive a
corresponding payment in cash. For example, if we hold debt obligations that
are treated under applicable tax rules as having original issue discount (such
as debt instruments with PIK interest or, in certain cases, increasing interest
rates or debt instruments that were issued with warrants), we must include in
income each year a portion of the original issue discount that accrues over the
life of the obligation, regardless of whether cash representing such income is
received by us in the same taxable year. We may also have to include in income
other amounts that we have not yet received in cash, such as deferred loan
origination fees that are paid after origination of the loan or are paid in
non-cash compensation such as warrants or stock. We anticipate that a portion
of our income may constitute original issue discount or other income required
to be included in taxable income prior to receipt of cash. Further, we may
elect to amortize market discounts and include such amounts in our taxable
income in the current year, instead of upon disposition, as an election not to
do so would limit our ability to deduct interest expenses for tax purposes. </font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Because any original issue discount or
other amounts accrued will be included in our investment company taxable income
for the year of the accrual, we may be required to make a distribution to our
shareholders in order to satisfy the annual distribution requirement, even
though we will not have received any corresponding cash amount. As a result, we
may have difficulty meeting the annual distribution requirement necessary to
qualify for and maintain RIC tax treatment under Subchapter M of the Code. We
may have to sell some of our investments at times and/or at prices we would not
consider advantageous, raise additional debt or equity capital or forgo new
investment opportunities for this purpose. If we are not able to obtain cash
from other sources, we may fail to qualify for or maintain RIC tax treatment
and thus become subject to corporate-level income tax.&#160; </font></font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Deferred
PIK interest instruments may have less reliable valuations because these
instruments have continuing accruals that require continuing judgment about the
collectability of the deferred payments and the value of any associated
collateral. In addition, deferred PIK interest instruments create the risk of
non-refundable cash payments to our investment adviser based on non-cash
accruals that ultimately may not be realized. For accounting purposes, any cash
distributions to shareholders representing deferred PIK interest income are not
treated as coming from paid-in capital, even though the cash to pay these
distributions may come from offering proceeds. Thus, although a distribution of
deferred PIK interest may come from the cash invested by shareholders, the 1940
Act does not require that shareholders be given notice of this fact by
reporting it as a return of capital. </font></font></p>

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

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897773"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">If we do not qualify as a &#8220;publicly offered regulated investment
company,&#8221; as defined in the Code, shareholders will be taxed as though they
received a distribution of some of our expenses.</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">A &#8220;publicly offered regulated investment
company&#8221; is a RIC whose shares are either (i) continuously offered pursuant to
a public offering within the meaning of Section 4 of the Securities Act, (ii)
regularly traded on an established securities market or (iii) held by at least
500 persons at all times during the taxable year. If we are not a publicly
offered RIC for any period, a non-corporate shareholder&#8217;s allocable portion of
our affected expenses, including our management fees, will be treated as an
additional distribution to the shareholder and will be deductible by such
shareholder only to the extent permitted under the limitations described below.
For non-corporate shareholders, including individuals, trusts, and estates,
significant limitations generally apply to the deductibility of certain
expenses of a non-publicly offered RIC, including advisory fees. In particular,
these expenses, referred to as miscellaneous itemized deductions, are
deductible to an individual only to the extent they exceed 2% of such a
shareholder&#8217;s adjusted gross income, and are not deductible for alternative
minimum tax purposes. While we anticipate that we will constitute a publicly
offered RIC, there can be no assurance that we will in fact so qualify for any
of our taxable years.</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;"><a name="_Toc349897774"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Risks
Relating to an Investment in our Common Stock</font></b></font></p>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897775"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></i></b></font></h3>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">Investors
will not know the purchase price per share at the time they submit their
subscription agreements and could receive fewer shares of common stock than
anticipated if our board of directors determines to increase the offering price
to comply with the requirement that we avoid selling shares at a net offering
price below our net asset value per share.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The purchase price at which shareholders
purchase common stock will be determined at each weekly closing date to ensure
that the sales price, after deducting selling commissions and dealer manager
fees, is equal to or greater than the net asset value of our common stock. As a
result, in the event of an increase in our net asset value per share, an
investor&#8217;s purchase price may be higher than the prior weekly closing price per
share, and therefore an investor may receive a smaller number of shares than if
such investor had subscribed at the prior weekly closing price.</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>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897776"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">Our offering is a &#8220;best efforts&#8221; offering, and if we are unable to
continue to raise substantial funds, then we will be more limited in the number
and type of investments we may make, and the value of a shareholder&#8217;s
investment in us may be reduced in the event our assets under-perform.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our offering is being made on a &#8220;best
efforts&#8221; basis, whereby the dealer manager and selected broker-dealers
participating in the offering are only required to use their best efforts to
sell our common stock and have no firm commitment or obligation to purchase any
of our common stock. Amounts that we raise may not be sufficient for us to purchase
a broad portfolio of investments. To the extent that less than the maximum
number of shares of common stock is subscribed for, the opportunity for us to
purchase a broad portfolio of investments may be decreased and the returns
achieved on those investments may be reduced as a result of allocating all of
our expenses among a smaller capital base. </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>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897777"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">The common stock sold in our offering will not be listed on an
exchange or quoted through a quotation system for the foreseeable future, if
ever. Therefore, if shareholders purchase common stock in our offering,
shareholders will have limited liquidity and may not receive a full return of
shareholder invested capital if shareholders sell their common stock. We are
not obligated to complete a liquidity event by a specified date</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">;
therefore, until we complete a liquidity event, it is unlikely that
shareholders will be able to sell their common stock.</font></i></b></font></h3>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The
common stock offered by us are illiquid assets for which there is not expected
to be any secondary market nor is it expected that any will develop in the
foreseeable future. Prior to the completion of a liquidity event, our share
repurchase program provides a limited opportunity for investors to achieve
liquidity, subject to certain restrictions and limitations, at a price which
may reflect a discount from the purchase price paid for the common stock being
repurchased. However, there can be no assurance that we will complete a
liquidity event. See &#8220;Item 5. Market for Registrant&#8217;s Common Equity, Related
Shareholder Matters and Issuer Purchases of Equity Securities &#8211; Share
Repurchase Program&#8221; for a detailed description of our share repurchase program.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In making the decision to apply for listing
of our common stock, our board of directors will try to determine whether
listing our common stock or liquidating our assets will result in greater value
for our shareholders. In making a determination of what type of liquidity event
is in the best interest of our shareholders, our board of directors, including
our independent directors, may consider a variety of criteria, including, but
not limited to, maintaining a broad portfolio of investments, portfolio performance,
our financial condition, potential access to capital as a listed company, the
investment advisory experience of CIM and market conditions for the sale of our
assets or listing of our common stock and the potential for shareholder
liquidity. If we determine to pursue a listing of our common stock on a
national securities exchange in the future, at that time we may consider either
an internal or an external management structure. There can be no assurance that
we will complete a liquidity event. Until we complete a liquidity event, it is
unlikely that shareholders will be able to sell their shares. If our common
stock is listed, we cannot assure shareholders that a public trading market
will develop. Further, even if we do complete a liquidity event, shareholders
may not receive a return of all of their invested 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>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897778"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">The dealer manager in our continuous follow-on offering may be
unable to sell a sufficient number of shares of common stock for us to achieve
our investment objective.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The dealer manager for our continuous
follow-on offering is C&#298;ON Securities, LLC, or C&#298;ON Securities, one
of our affiliates. There is no assurance that it will be able to sell a
sufficient number of shares of common stock to allow us to have adequate funds to
purchase a broad portfolio of investments and generate income sufficient to
cover our expenses. As a result, we may be unable to achieve our investment
objective, and shareholders could lose some or all of the value of their
investment. </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>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897779"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">Because the dealer manager is one of our affiliates, shareholders
will not have the benefit of an independent due diligence review of us, which
is customarily performed in firm commitment underwritten offerings; the absence
of an independent due diligence review increases the risks and uncertainty
faced as a shareholder.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As a result of C&#298;ON Securities being
one of our affiliates, its due diligence review and investigation of us and our
prospectus cannot be considered to be an independent review. Therefore,
shareholders do not have the benefit of an independent review and investigation
of our offering of the type normally performed by an unaffiliated, independent
underwriter in a firm commitment underwritten public securities offering. A
shareholder may be able to rely on his or her own broker-dealer to make an
independent review and investigation of the terms of the offering. If a
shareholder is unable to so rely on his or her broker-dealer, however, he or
she will not have the benefit of any independent review and evaluation of the
terms of the offering by the dealer manager. In addition, we do not, and do not
expect to, have research analysts reviewing our performance or our securities
on an ongoing basis. Therefore, shareholders will not have an independent
review of our performance and the value of our common stock relative to other
publicly-traded companies.</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;">&#160;&nbsp;</font></font></p>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897780"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">Our ability to successfully conduct our continuous follow-on
offering is dependent, in part, on the ability of the dealer manager to
successfully establish, operate and maintain a network of selected
broker-dealers.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The success of our continuous follow-on
offering, and correspondingly our ability to implement our business strategy,
is dependent upon the ability of the dealer manager to establish, operate and
maintain a network of licensed securities broker-dealers and other agents to
sell our common stock. If the dealer manager fails to perform, we may not be
able to raise adequate proceeds through our follow-on public offering to
implement our investment strategy. If we are unsuccessful in implementing our
investment strategy, shareholders could lose all or a part of their
investment.&#160; </font></font></p>

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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">Beginning in the first quarter of 2014, we began offering to
repurchase shares of our common stock on a quarterly basis. As a result, shareholders
have limited opportunities to sell their shares of our common stock and, to the
extent they are able to sell their shares of our common stock under the
program, they may not be able to recover the amount of their investment in our
common stock.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Beginning in the first quarter of 2014, we
commenced tender offers to allow shareholders to tender their shares of common
stock on a quarterly basis at a price equal to 90% of our public offering price
in effect on the date of repurchase; provided that, solely for our quarterly
repurchase offer for the fourth quarter of 2015, we repurchased shares from
tendering shareholders at a price that was (i) not less than the net asset
value per share and (ii) not more than 2.5% greater than the net asset value
per share. The share repurchase program includes numerous restrictions that
limit shareholders&#8217; ability to sell their shares of common stock. We limit the
number of shares of common stock repurchased pursuant to our share repurchase
program as follows: (1) we currently limit the number of shares of common stock
to be repurchased during any calendar year to the number of shares of common
stock we can repurchase with the proceeds we receive from the issuance of
shares of our common stock pursuant to our fourth amended and restated
distribution reinvestment plan, although at the discretion of our board of
directors, we may also use cash on hand, cash available from borrowings and
cash from liquidation of securities investments as of the end of the applicable
period to repurchase shares of common stock; (2) we will not repurchase shares
of common stock in any calendar year in excess of 15% of the weighted average
number of shares of common stock outstanding in the prior calendar year, or
3.75% in each quarter; (3) unless a shareholder tenders all of his or her
shares of common stock, he or she must tender at least 25% of the amount of
common stock the shareholder purchased in the offering and must generally
maintain a minimum balance of $5,000 subsequent to submitting a portion of his
or her shares of common stock for repurchase by us; and (4) to the extent that
the number of shares of common stock put to us for repurchase exceeds the
number of shares of common stock that we are able to purchase, we will repurchase
shares of common stock on a pro rata basis, not on a first-come, first-served
basis. Further, we will have no obligation to repurchase shares of common stock
if the repurchase would violate the restrictions on distributions under federal
law or Maryland law. </font></font></p>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></i></b></font></h3>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">Although
we have adopted a share repurchase program, we have discretion to not
repurchase shares of common stock, to suspend the program, and to cease
repurchases.</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our board of directors may amend, suspend
or terminate the share repurchase program upon 30 days&#8217; notice. Shareholders
may not be able to sell their shares at all in the event our board of directors
amends, suspends or terminates the share repurchase program, absent a liquidity
event. We will notify shareholders of such developments (1) in our quarterly
reports or (2) by means of a separate mailing to shareholders, accompanied by
disclosure in a current or periodic report under the Exchange Act. The share repurchase
program has many limitations and should not be relied upon as a method to sell
shares of common stock promptly or at a desired price. </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>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897783"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">The timing of our repurchase offers pursuant to our share
repurchase program may be at a time that is disadvantageous to our
shareholders.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">When we make quarterly repurchase offers
pursuant to the share repurchase program, the repurchase price will be lower
than the price that investors paid for common stock in our offering, unless we
experience substantial capital appreciation and capital gains. As a result, to
the extent investors have the ability to sell their common stock to us as part
of our share repurchase program, the price at which an investor may sell common
stock, which will be 90% of the offering price in effect on the date of
repurchase, may be lower than what an investor paid in connection with the
purchase of common stock in our offering. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In addition, in the event an investor
chooses to participate in our share repurchase program, the investor will be
required to provide us with notice of intent to participate prior to knowing
what the net asset value per share will be on the repurchase date. Although an
investor will have the ability to withdraw a repurchase request prior to the
repurchase date, to the extent an investor seeks to sell common stock to us as
part of our periodic share repurchase program, the investor will be required to
do so without knowledge of what the repurchase price of our common stock will
be on the repurchase date. </font></font></p>

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

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897784"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">We may be unable to invest a significant portion of the net
proceeds of our offering on acceptable terms in an acceptable timeframe.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

<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;">Delays in investing the net proceeds of our
offering may impair our performance. We cannot assure shareholders that we will
be able to identify any investments that meet our investment objective or that
any investment that we make will produce a positive return. We may be unable to
invest the net proceeds of our offering on acceptable terms within the time
period that we anticipate or at all, which could adversely affect our financial
condition and operating results. </font></font></p>

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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In addition, even if we are able to raise
significant proceeds, we will not be permitted to use such proceeds to
co-invest with certain entities affiliated with CIM or Apollo in transactions
originated by CIM or Apollo or their respective affiliates unless we first
obtain an exemptive order from the SEC or co-invest alongside CIM or Apollo or
their respective affiliates in accordance with existing regulatory guidance.
However, we will be permitted to and may co-invest in syndicated deals and
secondary loan market transactions where price is the only negotiated point. We
are currently seeking exemptive relief from the SEC to engage in co-investment
transactions with CIM and its affiliates. However, there can be no assurance
that we will obtain such exemptive relief. Even if we receive exemptive relief,
neither CIM nor its affiliates will be obligated to offer us the right to
participate in any transactions originated by them.</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;">Before making investments, we will invest
the net proceeds of our offering primarily in cash, cash equivalents, U.S.
government securities, repurchase agreements and high-quality debt instruments
maturing in one year or less from the time of investment, which may produce
returns that are significantly lower than the returns that we expect to achieve
when our portfolio is fully invested in securities meeting our investment
objective. As a result, any distributions that we pay while our portfolio is
not fully invested in securities meeting our investment objective may be lower
than the distributions that we may be able to pay when our portfolio is fully
invested in securities meeting our investment objective. </font></font></p>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></i></b></font></h3>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897785"></a><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">A shareholder&#8217;s interest in us will be diluted if we issue
additional shares of common stock, which could reduce the overall value of an
investment in us.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Potential investors will not have
preemptive rights to any common stock we issue in the future. Our articles of
incorporation authorize us to issue 500,000,000 shares of common stock.
Pursuant to our articles of incorporation, a majority of our entire board of
directors may amend our articles of incorporation to increase the number of
authorized shares of common stock without shareholder approval. After an
investor purchases shares of common stock, we intend to continuously sell
additional shares of common stock in our follow-on offering and any additional
follow-on offering or issue equity interests in private offerings. To the
extent that we issue additional shares of common stock at or below net asset
value after an investor purchases shares of our common stock, an investor&#8217;s
percentage ownership interest in us will be diluted. In addition, depending
upon the terms and pricing of any additional offerings and the value of our
investments, an investor may also experience dilution in the book value and
fair value of his or her shares of common stock.</font></font></p>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></i></b></font></h3>

<h3 style="border:none;margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;">Certain
provisions of our articles of incorporation and bylaws could deter takeover
attempts and have an adverse impact on the value of our common stock.</font></i></b></font><font face="Times New Roman,serif" style="border:none;"><b><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></b></font></h3>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our bylaws exempt us from the Maryland
Control Share Acquisition Act, which significantly restricts the voting rights
of control shares of a Maryland corporation acquired in a control share
acquisition. If our board of directors were to amend our bylaws to repeal this
exemption from the Maryland Control Share Acquisition Act, that statute may
make it more difficult for a third party to obtain control of us and increase
the difficulty of consummating such a transaction. There can be no assurance,
however, that we will not so amend our bylaws in such a manner at some time in
the future. We will not, however, amend our bylaws to make us subject to the
Maryland Control Share Acquisition Act without our board of directors
determining that doing so would not conflict with the 1940 Act and obtaining
confirmation from the SEC that it does not object to such determination. </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;">Our articles of incorporation and bylaws,
as well as certain statutory and regulatory requirements, contain certain
provisions that may have the effect of discouraging a third party from
attempting to acquire us. Our board of directors may, without shareholder
action, authorize the issuance of shares in one or more classes or series,
including preferred shares; and our board of directors may, without shareholder
action, amend our articles of incorporation to increase the number of our
shares, of any class or series, that we have authority to issue. These
anti-takeover provisions may inhibit a change of control in circumstances that
could give the holders of our common stock the opportunity to realize a premium
over the value of our common stock. </font></font></p>

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<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Investing in our
common stock involves a high degree of risk. </font></i></b></p>

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

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The investments we make in accordance with our
investment objective may result in a higher amount of risk than alternative
investment options and volatility or loss of principal. Our investments in
portfolio companies may be highly speculative and aggressive and, therefore, an
investment in our common stock may not be suitable for someone with lower risk
tolerance. </font></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><b><i><font face=Arial,sans-serif lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><a name="_Toc349897788"></a><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The
net asset value of our common stock may fluctuate significantly. </font></i></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:16.75pt;"><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 net asset value and liquidity, if any, of the
market for shares of our common stock may be significantly affected by numerous
factors, some of which are beyond our control and may not be directly related
to our operating performance. These factors include: </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;line-height:12.0pt;">&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;">changes in regulatory policies or
tax guidelines, particularly with respect to RICs or BDCs;</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;">loss of RIC or BDC status;</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;">changes in earnings or variations
in operating results;</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;">changes in the value of our
portfolio of 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;">changes in accounting guidelines
governing valuation of our 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;">any shortfall in revenue or net
income or any increase in losses from levels expected by investors;</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;">departure of either of our adviser,
our sub-adviser or certain of their respective key personnel;</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;">general economic trends and other
external factors; and</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;">loss of a major funding source.</font></p>

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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 1B. Unresolved Staff Comments</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.25in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160; &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;">Not applicable.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name=Item2Properties></a><a name=Item2></a><a name="Item2_bclEnd"></a><a name="Item2Properties_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item
2. Properties</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:3.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We do not own any real estate or other
physical properties materially important to our operation. Our executive
offices are located at 3 Park Avenue, 36th Floor, New York, NY 10016. We
believe that our current office facilities are adequate for our business as it
is presently conducted.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name=Item3LegalProceedings></a><a name=Item3></a><a name="Item3_bclEnd"></a><a name="Item3LegalProceedings_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 3. Legal Proceedings</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:3.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name=Item4MineSafetyDisclosures></a><a name=Item4></a><a name="Item4_bclEnd"></a><a name="Item4MineSafetyDisclosures_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 4. Mine Safety Disclosures</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:3.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Not applicable.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:3.0pt;"><a name=Item5MarketforRegistrantsCommonEq></a><a name="Item5MarketforRegistrantsCommonEq_bclEnd"></a><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-left:.5in;text-align:justify;text-indent:-.5in;"><a name=Item5></a><a name="Item5_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 5. Market for Registrant&#8217;s Common
Equity, Related Shareholder Matters and Issuer Purchases of Equity Securities</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:3.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our shares are not listed on an exchange or
quoted through a quotation system. There is currently no market for our common
stock, and we do not expect that a market for our shares will develop in the
future. No shares have been authorized for issuance under any equity
compensation plans. Under Maryland law, our shareholders generally will not be
personally liable for our debts or obligations.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are currently selling our shares on a
continuous basis at our latest public offering price of $9.40 per share;
however, to the extent that our net asset value per share 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 per share. 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: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;">Set forth below is a chart describing the
classes of our securities outstanding as of March 9, 2016:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:24.75pt;">
  <td nowrap valign=bottom width=8% style="height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=21% style="border:none;border-bottom:solid black 1.0pt;height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Title of Class</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount Authorized</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount Held by Us or for Our Account</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount Outstanding Exclusive of Amount
  Held by Us or for Our Account</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:24.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=21% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">500,000,000</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,245,959</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of March 9, 2016, we had 21,812 record
holders of our common stock. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &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;">Share Repurchase Program</font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We do not currently intend to list our
common stock on any securities exchange and do not expect a public market for
them to develop in the foreseeable future. It is unlikely that shareholders
will be able to sell their common stock when desired or at a desired price. No
shareholder will have the right to require us to repurchase his or her common
stock or any portion thereof. Because no public market will exist for our
common stock, and none is expected to develop, shareholders will not be able to
liquidate their investment prior to our liquidation or other liquidity event,
other than through our share repurchase program, or, in limited circumstances,
as a result of transfers of common stock to other eligible investors. </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;">Beginning in the first quarter of 2014, we
began offering, and on a quarterly basis thereafter we intend to continue
offering, to repurchase common stock on such terms as may be determined by our
board of directors in its complete and absolute discretion unless, in the
judgment of the independent directors of our board of directors, such
repurchases would not be in the best interests of our shareholders or would
violate applicable law. We conduct such repurchase offers in accordance with
the requirements of Rule 13e-4 of the Exchange Act and the 1940 Act. In months
in which we repurchase common stock, we generally conduct repurchases on the
same date that we hold the first weekly closing in a calendar month for the
sale of common stock in our offering. The offer to repurchase common stock is conducted
solely through tender offer materials mailed to each shareholder.</font></font></p>

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

<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 board also considers the following factors, among
others, in making its determination regarding whether to cause us to continue
offering to repurchase shares and under what terms: </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;">the effect of such repurchases on
our qualification as a RIC (including the consequences of any necessary asset
sales);</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 liquidity of our assets
(including fees and costs associated with disposing of assets);</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 investment plans and working
capital requirements;</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 relative economies of scale
with respect to our size;</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 history in repurchasing shares
or portions thereof; 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;">the condition of the securities
markets.</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">51</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</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="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On November 2, 2015, we amended the terms of the share repurchase
program, effective as of our quarterly repurchase offer for the fourth quarter
of 2015, which commenced in November 2015 and was completed in January 2016.
Under the amended share repurchase program, we offered to repurchase shares of
common stock at a price per share of $8.96, which was (i) not less than the net
asset value per share immediately prior to January 4, 2016 and (ii) not more
than 2.5% greater than the net asset value per share as of such date.&#160; On
January 22, 2016, we further amended the terms of the share repurchase program,
</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">effective as of&nbsp;our
quarterly repurchase offer for the first quarter of 2016, which commenced in
February 2016 and will be completed in April 2016.</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> Under the further amended share repurchase
program, we will offer to repurchase shares of common stock at a price equal to
90% of the public offering price in effect on each date of repurchase.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We do not repurchase common stock, or
fractions thereof, if such repurchase causes us to be in violation of the
securities or other laws of the U.S., Maryland or any other relevant
jurisdiction. </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;">While we have conducted quarterly tender
offers as described above, we are not required to do so and may suspend or
terminate the share repurchase program at any time, upon 30 days&#8217; notice. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;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 table below provides information
concerning our repurchases of shares of our common stock during the quarter
ended December&nbsp;31, 2015 pursuant to our share repurchase program.</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=25% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total&nbsp;Number of Shares Purchased</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;Average Price&nbsp;Paid per
  Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=22% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total&nbsp;Number&nbsp;of
  Shares&nbsp;Purchased&nbsp;as Part&nbsp;of Publicly
  Announced&nbsp;Plans&nbsp;or Programs</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=22% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Maximum&nbsp;Number&nbsp;of Shares That
  May Yet Be Purchased Under&nbsp;the Plans&nbsp;or&nbsp;Programs</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;October&nbsp;1
  to October 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">219,147</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.18</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">219,147</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;November&nbsp;1
  to November 30, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;December&nbsp;1
  to December 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=23% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;&#160;&#160;&#160;&#160;&#160;
  Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">219,147</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.18</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=22% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">219,147</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=22% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></b></sup></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=23% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></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:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=23% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></sup></p>
  </td>
 <td colspan=10 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See above for a description of the maximum number of shares of
  our common stock that may be repurchased under our share repurchase program.</font></p>
  </td>
 </tr>
</table></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;">&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;">In the event that CIM or any of its
affiliates holds common stock in the capacity of a shareholder, any such
affiliates may tender common stock for repurchase in connection with any
repurchase offer we make on the same basis as any other shareholder. IIG will
not tender its common stock for repurchase as long as CIM remains our
investment adviser. </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;">Distributions </font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We did not declare or pay any distributions
during 2012. In January 2013, we began authorizing monthly distributions to our
shareholders. Subject to our board of directors&#8217; discretion and applicable
legal restrictions, our board of directors intends to continue to authorize and
declare on a monthly basis a weekly distribution amount per share of our common
stock. We will calculate each shareholder&#8217;s specific distribution amount for
the period using record and declaration dates and each shareholder&#8217;s
distributions will begin to accrue on the date we accept each shareholder&#8217;s
subscription for shares of our common stock. From time to time, we may also pay
interim special distributions in the form of cash or shares of common stock at
the discretion of our board of directors. Each year information regarding the
sources of our distributions (i.e., paid from ordinary income, paid from net
capital gains on the sale of securities, and/or a return of capital, which is a
nontaxable distribution) will be provided to our shareholders. Our
distributions may exceed our earnings, especially during the period before we
have substantially invested the proceeds from our offering. As a result, a
portion of the distributions we make may represent a return of 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;">We elected to be treated for federal income
tax purposes as a RIC, as defined under Subchapter M of the Code, beginning in
2012.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">52</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_56"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">To qualify for and maintain RIC tax treatment, we must, among
other things, distribute in respect of each taxable year at least 90% of our
net ordinary income and realized net short-term capital gains in excess of
realized net long-term capital losses, if any. In order to avoid certain excise
taxes imposed on RICs, we currently intend to distribute in respect of each
calendar year an amount at least equal to the sum of (1)&nbsp;98.0% of our net
ordinary income (taking into account certain deferrals and elections) for the
calendar year, (2)&nbsp;98.2% of our capital gains in excess of capital losses,
or capital gain net income (adjusted for certain ordinary losses), for the
one-year period ending on October&nbsp;31 of the calendar year and (3)&nbsp;any
net ordinary income and capital gain net income for preceding years that were
not distributed during such years and on which we paid no federal income tax.
We can offer no assurance that we will achieve results that will permit the
payment of any cash distributions and, if we issue senior securities, we will
be prohibited from making distributions if doing so causes us to fail to
maintain the asset coverage ratios stipulated by the 1940 Act or if
distributions are limited by the terms of any of our borrowings. </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;">Our board of directors declared
distributions for 52, 49 and 24 record dates during the years ended December
31, 2015, 2014 and 2013, respectively. Declared distributions are paid monthly.
The following table presents cash distributions per share that were declared during
the years ended December 31, 2015, 2014 and 2013:</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=47% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2013
  (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1769</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">209</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2013
  (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1788</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">518</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2013 (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1799</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,090</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013 (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1806</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,157</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7162</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,974</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014
  (nine record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1679</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,315</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014
  (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,120</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014 (fourteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1969</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,396</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2014 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,716</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7306</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,767</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,223</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,517</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,761</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7316</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,268</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 15, 2015, our board of directors declared four
weekly cash distributions of $0.014067 per share, which were paid on January
27, 2016 to shareholders of record on January 5,&nbsp;January 12,&nbsp;January
19,&nbsp;and January 26, 2016.&nbsp; On January 15, 2016, our board of
directors declared four weekly cash distributions of $0.014067 per share, which
were paid on February 24, 2016 to shareholders of record on February
2,&nbsp;February 9,&nbsp;February 16,&nbsp;and February 23, 2016.&nbsp; On
February 16, 2016, our board of directors declared five weekly cash
distributions of $0.014067 per share, payable on March 30, 2016 to shareholders
of record on March 1, March 8, March 15, March 22, and March 29, 2016. </font></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have adopted an
&#8220;opt in&#8221; distribution reinvestment plan for our shareholders. As a result, if
we make a distribution, our shareholders will receive distributions in cash
unless they specifically &#8220;opt in&#8221; to the fourth amended and restated
distribution reinvestment plan so as to have their cash distributions
reinvested in additional shares of our common stock. </font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">53</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</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="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have made and intend to make our distributions in the form of
cash, out of assets legally available for such purpose, unless shareholders
elect to receive their distributions in the form of additional shares of common
stock pursuant to our fourth amended and restated distribution reinvestment
plan. Any distributions reinvested under the plan will nevertheless remain
taxable to U.S. shareholders. We may fund our cash distributions to
shareholders in the future from any sources of funds available to us, 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 us on account of
preferred and common equity investments in portfolio companies and expense
reimbursements from IIG and AIM. Through December 31, 2014, a portion of our
distributions resulted from expense reimbursements from IIG, and future
distributions may result from expense reimbursements from IIG and AIM, each of
which are subject to repayment by us. The amount of the distribution for shareholders
receiving our common stock will be equal to the fair market value of the stock
received. If shareholders hold common stock in the name of a broker or
financial intermediary, they should contact the broker or financial
intermediary regarding their election to receive distributions in the form of
additional common stock.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table reflects the sources of
cash distributions on a GAAP basis that were declared during the years ended
December 31, 2015, 2014 and 2013:</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=23 valign=bottom width=72% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=bottom width=24% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=27% style="background:white;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Source of
  Distribution</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.3164</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,762</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">43.2%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1792</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,020</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24.5%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net interest and
  other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.3868</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,281</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">52.9%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4360</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,650</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">59.7%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.2037</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,130</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28.4%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="height:13.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on TRS
  loan sales</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0060</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">472</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.8%</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0696</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,339</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.5%</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4251</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,359</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">59.4%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0143</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,121</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0458</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,538</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.3%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0061</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.9%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions in
  excess of net investment income(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0081</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">632</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.1%</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0813</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">451</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.3%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7316</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,268</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7306</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,547</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7162</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,974</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:5.25pt;">
  <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions from net investment income include expense support
  from IIG of $1,880 and $3,959 related to the years ended December 31, 2014
  and 2013, respectively.</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=top width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=97% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions in excess of net investment income represent
  certain expenses, which are not deductible 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. See Note 14 for the sources of our cash
  distributions on a tax basis.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name=Item6></a><a name="Item6_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">54</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_58"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p style="border:none;margin:0in;margin-bottom:5.0pt;margin-left:0in;margin-right:0in;margin-top:5.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following selected financial data for
the years ended December 31, 2015, 2014, and 2013, and for the period from
January 31, 2012 (Inception) through December 31, 2012 is derived from our audited
consolidated financial statements. The data for the years ended December 31,
2015, 2014 and 2013 should be read in conjunction with our consolidated
financial statements and related notes thereto and &#8220;Item 7. Management&#8217;s
Discussion and Analysis of Financial Condition and Results of Operations&#8221;
included elsewhere in this report.</font></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=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 nowrap rowspan=2 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 rowspan=3 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">For the Period from</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">January 31, 2012</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Inception) through</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2012</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Statement of
  operations data:</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investment
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">52,809</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,713</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,863</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Operating
  expenses</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total operating
  expenses</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">23,380</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,451</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,873</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">117</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense
  reimbursements from IIG</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,880)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,959)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(117)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recoupment of
  expense reimbursements from IIG</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,667</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating
  expenses</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,047</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,193</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,914</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income (loss)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,762</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,520</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(51)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized and
  unrealized (loss) gain on investments and total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(26,204)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,815</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,153</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net (decrease)
  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 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,442)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,335</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,102</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">25</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted average
  shares of common stock outstanding(1)</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">78,501,760</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">33,630,690</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,522,797</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">500,338</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per share
  data:(1)</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income (loss)(2)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.32</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.19</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.01)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.01</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net (decrease)
  increase in net assets resulting from operations</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.02)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.49</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.10</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.05</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions
  declared</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.73</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.73</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.72</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Balance sheet
  data:</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  the 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">496,389</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,571</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,487</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">904,326</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">496,389</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,571</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,487</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  per share of common stock at 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.22</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.32</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.97</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  per share of common stock at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.71</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.22</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.32</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.97</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other data:</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions
  declared</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,268</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,547</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,974</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investment
  return - net asset value(3)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.13%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.92%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.96%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.35%)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Number of
  investments at period end</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">86</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">59</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total portfolio
  investment purchases during the period(4)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">438,217</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">403,742</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">94,332</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,973</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=50% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total portfolio
  investment sales and prepayments during the period(4)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">113,433</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,492</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,335</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=50% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.75pt;">
  <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=21% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=21% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The per share data was derived by using the weighted average
  shares of common stock outstanding for the years ended December 31, 2015,
  2014 and 2013 and from the commencement of operations on December 17, 2012
  through December 31, 2012, respectively.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=47% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=21% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=21% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment income (loss) per share includes expense
  reimbursements from IIG of $0.06 and $0.72 per share for the years ended
  December 31, 2014 and 2013, respectively, and expense recoupments to IIG of
  $0.06 and $0.02 per share for the years ended December 31, 2015 and 2014,
  respectively. There were no expense reimbursements from IIG for the year
  ended December 31, 2015 and no expense recoupment to IIG for the year ended
  December 31, 2013. For the period from January 31, 2012 (Inception) through
  December 31, 2012, net investment income per share includes expense
  reimbursements from IIG of $0.23 per share.</font></p>
  </td>
 </tr>
</table></div>




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<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.75pt;">
  <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=21% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=21% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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. 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 our distribution reinvestment
  plan then in effect and (ii) the fractional shares issued pursuant to the
  distribution reinvestment plan then in effect were issued at 95% from January
  1, 2013 through September 30, 2013 and subsequently issued at 90% of the then
  public offering price on the date of purchase. The total investment
  return-net asset value for the period from January 31, 2012 (Inception)
  through December 31, 2012 was calculated by taking the difference between (i)
  the net asset value per share as of December 31, 2012 and (ii) the net asset
  value per share on the day we commenced operations (December 17, 2012), and
  dividing such difference by the net asset value per share on the day we
  commenced operations. The total investment return-net asset value does not
  consider the effect of the sales load from the sale of our 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 year are not annualized.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=47% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=21% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=21% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td colspan=6 valign=top width=97% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Excludes our short term investments.</font></p>
  </td>
 </tr>
</table></div>



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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;">Item 7. Management&#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;">The following discussion should be read in conjunction
with our consolidated financial statements and related notes and other
financial information appearing elsewhere in this Annual Report on
Form&nbsp;10-K. In addition to historical information, the following discussion
and other parts of this Annual Report on Form&nbsp;10-K contain forward-looking
information that involves risks and uncertainties. </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 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><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 December 7, 2015, 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, 2015.</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 monthly. 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 will be recognized when earned.</font></p>

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

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

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

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

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


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">57</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</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;">independent directors&#8217; fees and
expenses;</font></p>

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

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

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

<p style="margin:0in;margin-bottom:6.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-indent:-.25in;"><font face=Symbol lang=EN-US style="font-size:9.0pt;">&#183;</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">fees and expenses associated with
independent audits and outside legal costs, including compliance with the
Sarbanes-Oxley Act;</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:.0001pt;margin-left:.5in;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 or its affiliates, 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 Years Ended December 31, 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:.0001pt;text-align:justify;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table summarizes our investment activity,
excluding short term investments, for the years ended December 31, 2015 and
2014:</font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=17 valign=bottom width=75% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=8 valign=bottom width=37% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=24% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net Investment Activity</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=24% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Purchases and
  drawdowns</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">82,147</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">499,475</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">581,622</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,625</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">534,090</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">638,715</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">261,022</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,011</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">283,033</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">269,039</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">83,615</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">352,654</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,500</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,500</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">21,822</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">21,822</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,914</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,914</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,413</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,413</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">54,634</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">54,634</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">843</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">843</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=24% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(113,433)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(235,891)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(349,324)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(144,492)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(336,265)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(480,757)</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=24% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net portfolio
  activity</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">324,784</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">285,595</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">610,379</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">259,250</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">281,440</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">540,690</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">58</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_62"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table summarizes the composition of our investment
portfolio at amortized cost and fair value and our underlying TRS loans
portfolio at notional amount and fair value as of December 31, 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:11.25pt;">
  <td nowrap valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=80% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=19% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Notional Amount of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized Cost/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">106,147</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,187</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">661,055</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">634,597</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">92.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">767,202</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">738,784</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">55.4%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  second lien debt</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">468,899</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">453,713</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">56,970</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">48,528</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">525,869</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">502,241</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37.7%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">44,361</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,663</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">44,361</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,663</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.1%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities and structured products - equity</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,184</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,604</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,184</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,604</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,553</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,553</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">680,144</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">650,907</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">718,025</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,398,169</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,334,032</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term
  investments(2)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">699,036</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">669,799</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">718,025</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,417,061</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,352,924</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Number of
  portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">82</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">87</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">142(3)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Average annual
  EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$80.4 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$266.4 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$181.1 million</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Median annual
  EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$64.2 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$91.0 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$74.9 million</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Purchased at a
  weighted average price of par</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97.16%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">99.02%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">98.10%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=7 nowrap valign=bottom width=39% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Gross annual
  portfolio yield based upon the purchase price(4)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.42%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.47%(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.91%</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.0pt;">
  <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:3.0pt;">
  <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:3.0pt;">
  <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The sum of investment portfolio and TRS portfolio companies does
  not equal the total number of portfolio companies. This is due to 27
  portfolio companies being in both the investment and TRS portfolios.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The 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. </font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The portfolio yield for underlying TRS loans is determined
  without giving consideration to leverage.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-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 style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">59</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>

<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=19% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=80% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=19% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Notional Amount of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized Cost/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69,239</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">378,894</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">88.3%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">448,133</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57.3%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  second lien debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">245,894</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">245,258</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">53,085</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">50,179</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">298,979</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">295,437</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,752</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities and structured products - equity</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,329</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,137</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.5%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,329</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,137</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.2%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term
  investments(2)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">363,564</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">431,979</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">795,543</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Number of
  portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">56</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">65</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104(3)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Average annual
  EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$62.9 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$118.1 million</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$94.8 million</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Median annual
  EBITDA of portfolio companies</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=3 nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$60.1 million</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=4 nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Purchased at a
  weighted average price of par</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">98.09%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">99.01%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">98.59%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=7 nowrap valign=bottom width=39% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Gross 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.93%</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.0pt;">
  <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:3.0pt;">
  <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:3.0pt;">
  <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:3.0pt;">
  <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The 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. </font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The portfolio yield for underlying TRS loans is determined
  without giving consideration to leverage.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-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 style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">60</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_64"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table summarizes the composition of our investment
portfolio and our underlying TRS loans portfolio by the type of interest rate
as of December 31, 2015 and 2014, excluding short term investments of $18,892
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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest Rate
  Allocation</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Notional Amount of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized Cost/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Notional Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Floating
  interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">637,470</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">610,477</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">93.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">718,025</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,355,495</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,293,602</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97.0%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fixed interest
  rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,674</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">40,430</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.2%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,674</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">40,430</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.0%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">680,144</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">650,907</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">718,025</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,398,169</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,334,032</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=23 valign=bottom width=81% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest Rate
  Allocation</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Notional Amount of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized Cost/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Notional Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:19.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Floating
  interest rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">346,115</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">344,067</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97.9%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">431,979</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">427,570</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">778,094</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">771,637</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">99.0%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fixed interest
  rate investments</font></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,099</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,497</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,099</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,497</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">353,214</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">351,564</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">431,979</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">427,570</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">785,193</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">779,134</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">61</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_65"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table shows the composition
of our investment portfolio and our underlying TRS loans portfolio by industry
classification and the percentage, by fair value, of the total assets in such
industries as of December 31, 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=24% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=24% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 valign=bottom width=74% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=24% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=24% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:25.5pt;">
  <td valign=bottom width=24% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Industry
  Classification</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Underlying</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Underlying</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">124,412</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">94,924</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">219,336</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">54,122</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">121,889</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">176,011</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">86,848</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">77,663</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">164,511</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,267</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,267</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.0%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,161</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37,270</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">64,431</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32,224</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,160</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">63,384</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">62,314</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">62,314</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,099</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">35,443</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">59,542</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,839</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32,079</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">58,918</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Retail</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,623</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">49,276</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,899</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,148</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,943</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">39,091</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.9%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,154</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">25,003</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">38,157</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.9%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Forest Products
  &amp; Paper</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32,697</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32,697</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,627</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,740</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32,367</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,803</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,803</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,952</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,642</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,594</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,974</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,347</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,321</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,766</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,100</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,866</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.9%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,153</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,287</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,440</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,851</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,366</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20,217</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Energy:
  Electricity</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,677</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,194</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,871</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,975</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,975</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,274</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,286</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,560</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Mining &amp;
  Metals</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,038</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,038</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Environmental
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital
  Equipment</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,572</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,572</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">650,907</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,334,032</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term
  investments</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=bottom width=24% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">669,799</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,352,924</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>




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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</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 valign=bottom width=23% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 valign=bottom width=75% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=23% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=24% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=24% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:21.0pt;">
  <td valign=bottom width=23% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Industry
  Classification</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Underlying</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">TRS Loans</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Underlying</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">89,123</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">25.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">70,280</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">159,403</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">45,737</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">36,029</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">81,766</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,203</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">49,917</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">60,120</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,962</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,962</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,867</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,955</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">39,822</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37,102</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37,102</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,626</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,483</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">35,109</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,107</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,303</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">33,410</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,703</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,606</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32,309</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,979</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,979</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20,235</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,001</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,236</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,123</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,939</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,062</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Retail</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">25,421</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">25,421</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,800</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,329</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,129</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">792</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,023</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,815</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,298</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,239</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,537</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.1%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,813</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">988</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,801</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.9%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,077</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,965</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,042</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,571</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,379</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,950</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.7%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Aerospace &amp; Defense</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,370</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,014</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,384</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.5%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Forest Products
  &amp; Paper</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,867</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,867</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital Equipment</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,896</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,168</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,064</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,377</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,685</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,062</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.3%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Energy: Electricity</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,932</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,932</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.8%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Environmental
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></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 style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.6%</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">351,564</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">427,570</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">779,134</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term
  investments</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=23% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">361,914</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">427,570</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">789,484</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Except for C&#298;ON / Capitala Senior Loan
Fund I, LLC, or CCSLF, we do not &#8220;control&#8221; and are not an &#8220;affiliate&#8221; of any of
our portfolio companies or any of the companies of the loans underlying the
TRS, each as defined in the 1940 Act. In general, under the 1940 Act, we would
be presumed to &#8220;control&#8221; a portfolio company or issuer if we owned 25% or more
of its voting securities and would be an &#8220;affiliate&#8221; of a portfolio company or
issuer if we owned 5% or more of its voting securities.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our
investment portfolio may contain senior secured investments that are in the
form of lines of credit, 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 December 31, 2015 and 2014, our
unfunded commitments amounted to $43,404 and $23,112, respectively. As of March
11, 2016, our unfunded commitments amounted to $58,404. 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>

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

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

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

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


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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<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>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The 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 December 31,
2015 and 2014, excluding short term investments of $18,892 and $10,350,
respectively:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=84% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:24.0pt;">
  <td valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Rating</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">624,097</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">95.9%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">652,073</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">95.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,276,170</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">95.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,180</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">23,047</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">47,227</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.5%</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,630</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,845</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,475</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,160</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,160</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">650,907</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">683,125</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,334,032</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
</table></div>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:13.5pt;">
  <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 valign=bottom width=84% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=27% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=26% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:24.0pt;">
  <td valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Rating</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments </font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of Underlying TRS Loans</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:24.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:24.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">342,922</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">405,522</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">94.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">748,444</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.5%</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,961</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,961</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">351,564</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">427,570</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">779,134</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
</table></div>



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

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


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">64</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of March 7, 2016, our investment
portfolio, excluding our short term investments and TRS, consisted of interests
in 84 portfolio companies (19% in senior secured first lien debt, 67% in senior
secured second lien debt, 10% in collateralized securities and structured
products (comprised of 2% invested in rated debt, 4% invested in non-rated debt
and 4% invested in non-rated equity of such securities and products) and 4% in
unsecured debt with a total fair value of $659,649 with an average and median
portfolio company annual EBITDA of $79.7 million and $60.6 million,
respectively, at initial investment. As of March 7, 2016, investments in our
portfolio, excluding our short term investments and TRS, were purchased at a
weighted average price of 97.20% of par value. Our estimated gross annual
portfolio yield was 9.44% 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 year ended December 31,
2015, our total investment return-net asset value was 2.13%. 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: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 March 7, 2016, our short term
investments included an investment in a U.S. Treasury Obligations Fund of
$24,310.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Further, as of&nbsp;March 7, 2016, through
a TRS (described further in Note 7 of our consolidated financial statements),
we obtained the economic benefit of owning investments in first lien senior
secured and second lien senior secured floating-rate loans of 87 portfolio
companies.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Comparison of the Years Ended December 31,
2015 and 2014</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our results of operations for the years
ended December 31, 2015 and 2014 were as follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment income</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">52,809</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,713</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,047</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,193</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment income</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,762</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,520</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized gain on investments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,121</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,538</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in unrealized depreciation on investments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(27,587)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,754)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized gain on total return swap</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,753</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,989</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in unrealized depreciation on total return swap</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(30,491)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5,958)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,442)</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,335</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the years ended December 31, 2015 and
2014, we generated investment income of $52,809 and $17,713, respectively, consisting
primarily of interest income on investments in senior secured debt,
collateralized securities, structured products, and unsecured debt of 91
portfolio companies held during each respective period. During the years ended December
31, 2015 and 2014, our investment portfolio, excluding short term investments
and the TRS, increased $299,343 and $258,429, respectively, as we continued to
deploy the net proceeds from our initial continuous public offering, which
ended on December 31, 2015. We expect our investment portfolio to continue to
grow due to the anticipated equity available to us for investment from our
follow-on continuous public offering, which commenced on January 25, 2016. As a
result, we believe that reported investment income for the years ended December
31, 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>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">65</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_69"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of our operating expenses
for the years ended December 31, 2015 and 2014 was as follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Management fees</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,827</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,132</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative services expense</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,900</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,792</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital gains incentive fee</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(757)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Offering, 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,012</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">General and administrative</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,248</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,272</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">405</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total expenses</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">23,380</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,451</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense reimbursements from IIG</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,880)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recoupment of expense reimbursements from IIG</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,667</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,047</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,193</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of our general and
administrative expenses for the years ended December 31, 2015 and 2014 was as
follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Transfer agent
  expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,144</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">627</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Professional
  fees</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,044</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">849</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Due diligence
  fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,006</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">967</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Printing and
  marketing expense</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">755</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">681</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dues and
  subscriptions</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">505</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">230</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Filing fees</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">478</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">113</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Valuation
  expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">310</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">136</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Insurance
  expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">297</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">235</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Director fees
  and expenses</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">296</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">162</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other expenses</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">413</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">272</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=9% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=50% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total general
  and administrative expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,248</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,272</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our affiliate, IIG, agreed to reimburse us
commencing with the quarter ended December 31, 2012 for certain expenses
pursuant to the expense support and conditional reimbursement agreement. On
December&nbsp;16, 2015, we further amended and restated the expense support and
conditional reimbursement agreement for purposes of including AIM as a party to
the expense support and conditional reimbursement agreement and extending the
termination date from December 31, 2015 to December 31, 2016. Commencing with
the quarter beginning January 1, 2016, IIG and AIM each agrees to reimburse us
for 50% of certain expenses pursuant to the second amended and restated expense
support and conditional reimbursement agreement. Refer to the discussion under
&#8220;Related Party Transactions&#8221; below for further details about the second amended
and restated expense support and conditional reimbursement agreement. Also, see
Note 4 to our consolidated financial statements for additional disclosure
regarding the expense reimbursements from IIG.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the year ended December 31, 2015, IIG
recouped $4,667 of expense reimbursements made during each of the three months
ended March 31, 2013, June 30, 2013, September 30, 2013, December 31, 2013,
March 31, 2014, and December 31, 2014 in connection with the expense support
and conditional reimbursement agreement. We did not receive any expense
reimbursements from IIG for the year ended December 31, 2015. For the year
ended December 31, 2014, we received expense reimbursements from IIG of $1,880
and IIG recouped $622 of expense reimbursements made during each of the three
months ended December 31, 2012 and March 31, 2013 in connection with the
expense support and conditional reimbursement agreement.</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 second amended and
restated expense support and conditional reimbursement agreement. As a result,
we may or may not be requested to reimburse any further costs by IIG and AIM.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">66</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</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="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense Support Received from IIG</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense Support Reimbursed to IIG(4)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unreimbursed Expense Support</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of Operating Expense to Average Net
  Assets for the Period(1)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Annualized Distribution Rate for the
  Period(3)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Eligible for Reimbursement through</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2012</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.93%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.00%(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.75%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.43%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.49%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.31%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.27%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.31%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.13%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">831</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">164</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">667</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.15%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.21%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.18%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.15%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.12%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,956</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,289</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">667</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:6.0pt;">
  <td nowrap valign=bottom width=3% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=20 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td colspan=20 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">We did not declare any distributions during the three months
  ended December 31, 2012.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td colspan=20 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Annualized Distribution Rate equals the annualized rate of
  distributions paid to shareholders based on the amount of the regular cash
  distributions paid immediately prior to the date the expense support payment
  obligation was incurred by IIG. Annualized Distribution Rate does not include
  special cash or stock distributions paid to shareholders. The Annualized
  Distribution Rate is calculated based on the maximum historical offering
  price at each record date.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=12% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td colspan=20 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">As of December 31, 2015, $480 of reimbursed expense support is
  payable to IIG.</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net investment income totaled $24,762
and $6,520 for the years ended December 31, 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 due to our initial continuous public offering.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net realized gain on investments
totaled $1,121 and $1,538 for the years ended December 31, 2015 and 2014,
respectively. The decrease in net realized gain on investments was primarily
due to a decrease in sales and paydown activity during the year ended December
31, 2015 compared to the year ended December 31, 2014. During the year ended
December 31, 2015, we received sale proceeds and principal repayments of
$71,605 and $41,828, respectively. During the year ended December 31, 2014, we
received sale proceeds and principal repayments of $94,182 and $50,310,
respectively.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The net change in unrealized depreciation
on our investments totaled $27,587 and $2,754 for the years ended December 31,
2015 and 2014, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">This change was driven
primarily by a widening of credit spreads during the year ended</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> December
31, 2015 that negatively impacted the fair value of certain investments.</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">67</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_71"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net realized gain on the TRS totaled $30,753
and $16,989 for the years ended December 31, 2015 and 2014, respectively. The
components of net realized gain on the TRS are summarized below:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=6 valign=bottom width=44% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=20% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td nowrap valign=bottom width=8% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">40,499</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,081</font></p>
  </td>
 <td valign=bottom width=8% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(10,218)</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4,431)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on TRS
  loan sales</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">472</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,339</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=38% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,753</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,989</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The net change in unrealized depreciation
on the TRS totaled $30,491 and $5,958 for the years ended December 31, 2015 and
2014, respectively. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">This change was driven primarily
by a widening of credit spreads during the year</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> ended December 31, 2015
that negatively impacted the fair value of certain investments.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the years ended December 31, 2015 and
2014, we recorded a net (decrease) increase in net assets resulting from
operations of ($1,442) and $16,335</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, respectively</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.
&nbsp;</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Comparison of the Years Ended December 31,
2014 and 2013 </font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our results of operations for the years
ended December 31, 2014 and 2013 were as follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=49% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 nowrap valign=bottom width=39% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=49% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=18% 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=49% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment income</font></p>
  </td>
 <td valign=bottom width=4% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,713</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=4% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,863</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=49% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=4% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,193</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=4% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,914</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=49% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment income (loss)</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,520</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=4% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(51)</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=49% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized gain on investments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=18% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,538</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=4% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=49% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in unrealized (depreciation) appreciation on
  investments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,754)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=4% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,094</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=49% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized gain on total return swap</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=18% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,989</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=4% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,489</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=49% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in unrealized (depreciation) appreciation on total
  return swap</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5,958)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=4% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,536</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=49% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in net assets resulting from operations</font></p>
  </td>
 <td valign=bottom width=4% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,335</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=4% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,102</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=49% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=4% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the years ended </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 31, 2014 and 2013</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, we generated investment income of </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">$17,713 and
$1,863, respectively</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, consisting primarily of
interest income on investments in </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">senior secured debt, collateralized
securities and structured products</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> of 91 and 43
portfolio companies held during each respective period. During the years ended
December 31, 2014 and 2013, our investment portfolio, excluding short term
investments and the TRS, increased $258,429 and $91,155, 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 years ended December
31, 2014 and 2013 is not representative of our stabilized or future
performance. </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:12.0pt;">&#160;&nbsp;</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-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 style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">68</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_72"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of our operating
expenses for the years ended December 31, 2014 and 2013 was as follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Management fees</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,132</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">923</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative services expense</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,792</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,159</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital gains incentive fee</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(757)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">753</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Offering, 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,012</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">General and administrative</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,272</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,038</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total expenses</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,451</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,873</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense reimbursements from IIG</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,880)</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,959)</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recoupment of expense reimbursements from IIG</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net operating expenses</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,193</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,914</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of our general and
administrative expenses for the years ended December 31, 2014 and 2013 was as
follows:</font></font></p>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Due diligence
  fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">967</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">607</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Professional
  fees</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">849</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">859</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Printing and
  marketing expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">681</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">750</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Transfer agent
  expense</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">627</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">173</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Insurance
  expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">235</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">212</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dues and
  subscriptions</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">230</font></p>
  </td>
 <td nowrap width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">138</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Director fees
  and expenses</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">162</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Valuation
  expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">136</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">23</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Filing fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">113</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">105</font></p>
  </td>
 <td valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other expenses</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">272</font></p>
  </td>
 <td nowrap width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">114</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=51% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total general
  and administrative expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,272</font></p>
  </td>
 <td nowrap width=3% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=14% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,038</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the year ended December 31,
2014 we received expense reimbursements from IIG of $1,880 and IIG recouped
$622 of expense reimbursements made during the three months ended December 31,
2012 and March 31, 2013 in connection with the expense support and conditional
reimbursement agreement. For the year ended December 31, 2013, we received
expense reimbursements from IIG of $3,959.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Refer to the section &#8220;Results of Operations
&#8211; Comparison of the Years Ended December 31, 2015 and 2014 &#8211; Expense
Reimbursements&#8221; above for further details on our expense reimbursements with
IIG.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net investment income
(loss) totaled </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">$6,520 </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">and </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">($51) </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">for the years
ended December 31, 2014 and 2013, 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 due to
our initial continuous public offering.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net realized gain on
investments totaled $1,538 and $34 for the years ended December 31, 2014 and
2013, respectively. The increase in net realized gain on investments was
primarily due to an increase in sales and paydown activity during the year
ended December 31, 2014 compared to the year ended December 31, 2013. During the
year December 31, 2014, we received sale proceeds and principal repayments of
$94,182 and $50,310, respectively. During the year ended December 31, 2013, we
received sale proceeds and principal repayments of $2,177 and $2,158,
respectively. </font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">69</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The net change in unrealized
(depreciation) appreciation on our investments totaled ($2,754) and $1,094 for
the years ended December 31, 2014 and 2013, respectively. This change was
driven primarily by a widening of credit spreads during the year ended December
31, 2014 compared to a tightening of credit spreads during the year ended
December 31, 2013.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our net realized gain on the
TRS totaled </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">$16,989</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> and $3,489 for the years ended December 31, 2014 and 2013,
respectively. The components of net realized gain on the TRS are summarized
below for the years ended December 31, 2014 and 2013:</font></font></p>

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

<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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=6 valign=bottom width=44% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=20% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td nowrap valign=bottom width=8% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,081</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,130</font></p>
  </td>
 <td valign=bottom width=8% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4,431)</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(771)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on TRS
  loan sales</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,339</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,130</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=38% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,989</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,489</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The net change in unrealized (depreciation)
appreciation on the TRS totaled ($5,958) and $1,536 for the years ended
December 31, 2014 and 2013, respectively. This change was driven primarily by a
widening of credit spreads during the year ended December 31, 2014 compared to
a tightening of credit spreads during the year ended December 31, 2013. </font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the years ended December 31, 2014 and 2013,
we recorded a net increase in net assets resulting from operations of $16,335
and $6,102, respectively. </font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">70</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_74"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<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;">&#160;Net Asset Value per
Share, Annual Investment Return and Total Return Since Inception</font></i></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;">Our net asset value per share was $8.71 and $9.22 on
December 31, 2015 and 2014, respectively. After considering (i) the overall
changes in net asset value per share, (ii) paid distributions of approximately
$0.7316 per share during the year ended December 31, 2015, and (iii) the
assumed reinvestment of those distributions at 90% of the prevailing offering
price per share, the total investment return was 2.13% for the entire
twelve-month period ended December 31, 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 to our consolidated financial statements included
in this report.</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;">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 6.72% and a cumulative total return of 21.87% through
December 31, 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 3.08% and a cumulative
total return of 9.68% through December 31, 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 7.07% and 5.17%,
respectively, during the period from December 17, 2012 to December 31,&#160; 2015. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In addition, the annualized return for the S&amp;P/LSTA
Leveraged Loan Index and the BofA Merrill Lynch US High Yield Index was 2.27%
and 1.67%, respectively, during the period from December 17, 2012 to </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31,&#160; 2015</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;</font></p>

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

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><img border=0 height=452 id="Picture 1" src="maindocument001x73x0.jpg" width=624>&nbsp;</p>

<p align=center style="margin:0in;margin-bottom:0in;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:center;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(1)</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Cumulative performance: December
17, 2012 to December 31, 2015</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;">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 distribution
reinvestment plan then in effect, (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></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">71</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We generate cash primarily from the net
proceeds from our continuous public offerings 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 follow-on
continuous public offering of shares of our common stock. Our initial
continuous public offering commenced on July 2, 2012 and ended on December 31,
2015. Our follow-on continuous public offering commenced on January 25, 2016.
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:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We will sell our shares on a continuous
basis at our latest public offering price of $9.40 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.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31,
2015, we sold 103,814,361 shares for net proceeds of $1,061,520 at an average
price per share of $10.23. The net proceeds received include reinvested
shareholder distributions of $45,426, for which we issued 4,867,992 shares of
common stock, and gross proceeds paid for shares of common stock tendered for
repurchase of $7,582, for which we repurchased 811,460 shares of common stock.
Since commencing our initial continuous public offering on July 2, 2012 and
through December 31, 2015, sales commissions and dealer manager fees related to
the sale of our common stock were $61,385 and $30,041, respectively.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of March 9,
2016, we sold 104,245,959 shares of common stock for net proceeds of $1,065,102
at an average price per share of $10.22. The net proceeds received include
reinvested shareholder distributions of $51,393, for which we issued 5,566,774
shares of common stock, and gross proceeds paid for shares of common stock
tendered for repurchase of $10,019, for which we repurchased 1,083,608 shares
of common stock. Since commencing our initial continuous public offering on
July 2, 2012 and through March 9, 2016, sales commissions and dealer manager
fees related to the sale of our common stock were $61,399 and $30,043,
respectively.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The net proceeds
from our continuous offering will be invested primarily in cash, cash
equivalents, U.S. government securities, repurchase agreements and high-quality
debt instruments maturing in one year or less prior to being invested in debt
securities of private U.S. companies. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31,
2015 and 2014, we had $18,892 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:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></i></b></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For a detailed discussion of our TRS, refer
to Note 7 to our consolidated financial statements included in this report.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On April 30, 2015, we entered into the EWB
Credit Facility with EWB. On January 28, 2016, we entered into the first amendment
to the EWB Credit Facility with EWB. The amended EWB Credit Facility provides
for borrowings in an aggregate principal amount of up to $40,000, subject to
certain conditions. As of December 31, 2015 and March 7, 2016, we had no
outstanding borrowings under the EWB Credit Facility and the aggregate
principal amount available in connection with the EWB Credit Facility was
$37,357 and $40,000, respectively.</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;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON / Capitala Senior Loan Fund I,
LLC</font></i></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On June 24, 2015, we entered into a joint
venture with Capitala Finance Corp., or Capitala, to create CCSLF. We have
committed to provide an aggregate of up to $40,000 of equity to CCSLF. As of
December 31, 2015 and March 11, 2016, our unfunded commitment to CCSLF 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 CCSLF, refer
to Note 6 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:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">72</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our total
investment portfolio includes loans and other securities on our consolidated
balance sheets and loans underlying the TRS. Accordingly, we treat net interest
and other income earned on all investments, including the loans underlying the
TRS, as a component of investment company taxable income when determining our
sources of distributions. The sources of our distributions for the years ended
December 31, 2015 and 2014 were as follows:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=21 nowrap valign=bottom width=82% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=10 nowrap valign=bottom width=41% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=10 nowrap valign=bottom width=40% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:21.0pt;">
  <td nowrap valign=bottom width=3% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:21.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap Portfolio</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:21.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income(1)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,762</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,281</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">55,043</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">96.1%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,020</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,650</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20,670</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">84.2%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,121</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">472</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,593</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.8%</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,538</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,339</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,877</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15.8%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions in
  excess of net investment income(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">632</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">632</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.1%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,515</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,753</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,268</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,558</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,989</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,547</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions from net investment income includes expense
  support from IIG of $1,880 related to the year ended December 31, 2014.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=97% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">For the year ended December 31, 2014, we had long-term capital
  gains of $162. We had no long-term capital gains for the year ended December
  31, 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=97% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td valign=top width=97% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions in excess of net investment income represent
  certain expenses, which are not deductible 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. See Note 14 for the sources of our cash
  distributions on a tax basis.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For 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:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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="font-size:9.0pt;">Consolidation:
Amendments to the Consolidation Analysis</font></i><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, 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 do not expect the adoption of ASU 2015-02 to have a significant
impact on our consolidated financial statements.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">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;">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;">,
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;">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;">, or ASU 2015-15, which allows
an entity to continue to present line of credit issuance costs as an asset,
regardless of whether there are any outstanding borrowings on the line of
credit.</font></font><font style="background:white;border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">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. As our
only debt issuance costs are associated with the EWB Credit Facility, </font></font><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">we do not expect the adoption
of </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">ASU 2015-03</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> to have a significant
impact on our consolidated financial statements.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">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;">, </font></i></font><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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;">,</font></i></font><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">or ASU 2015-07,</font><i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;"> </font></i><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">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 style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We do not expect the adoption
of </font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">ASU 2015-07</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> to have a significant
impact on our consolidated financial statements.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.0pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Critical Accounting Policies</font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our consolidated financial statements are
prepared in conformity with </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">U.S. generally accepted
accounting principles, or GAAP</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, 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>


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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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="margin:0in;margin-bottom:.0001pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&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;">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>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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 3. Due to the uncertainty inherent in the
valuation process, particularly for 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></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For an additional discussion of our
investment valuation process, refer to Note 2 to our consolidated financial
statements included in this report.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For a discussion of our relationship with
related parties including 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:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 17, 2012, Flatiron entered into
a TRS with Citibank. Flatiron and Citibank have amended the TRS on numerous
occasions including the most recent eleventh amendment on February 18, 2016.
See Note 7 to our consolidated financial statements for a more detailed
description of the TRS.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;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, as amended on January 28, 2016. See &#8220;Financial
Condition, Liquidity and Capital Resources - 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:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

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

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

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

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Our investment portfolio may
contain debt investments that are in the form of lines of credit, 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.
For further details on such debt investments, refer to Note 11 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 color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></font></p>

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

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

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

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<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 7A.&nbsp;&nbsp;&nbsp;Quantitative and
Qualitative Disclosures About Market Risk</font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We are subject to financial market risks,
including changes in interest rates. As of December 31, 2015, 97.0% 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:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Under the terms of the TRS with Citibank,
we pay fees to Citibank at a floating rate based primarily on LIBOR (and in
limited cases the 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, which was 3.50%
at December 31, 2015. In addition, in the future we may seek to borrow funds
long-term 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:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table shows the effect over a
twelve month period of changes in interest rates on our net interest income,
excluding short term investments, assuming no changes in our investment
portfolio and TRS Agreement in effect as of December 31, 2015:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:25.5pt;">
  <td nowrap valign=bottom width=9% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Change in
  Interest Rates</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase (Decrease) in Net Interest
  Income(1)</font></b></p>
  </td>
 <td valign=top width=3% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage Change in Net Interest Income</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:25.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Down 50 basis
  points</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,346</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.7% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Current base
  interest rate</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Up 100 basis
  points </font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(669)</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.7%)</font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Up 200 basis
  points</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,553</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.1% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Up 300 basis
  points</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,776</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12.9% </font></p>
  </td>
 <td valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=9% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=45% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=top width=16% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=9% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=45% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=top width=83% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1) 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 December 31, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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 6.2% of
our portfolio investments and none of our underlying loans subject to the TRS
paid fixed interest rates as of December 31, 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: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;">In addition, we may have risk regarding
portfolio valuation. See &#8220;Item 7. Management&#8217;s Discussion and Analysis of
Financial Condition and Results of Operations&#8212;Critical Accounting
Policies&#8212;Valuation of Portfolio Investments&#8221; and Note 2 to our consolidated
financial statements included in this report.</font></font></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><a name=Item8></a><a name="Item8_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">76</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</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 8. Consolidated Financial Statements and
Supplementary Data </font></b></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:14.0pt;page-break-inside:avoid;">
  <td valign=bottom width=88% style="height:14.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:14.0pt;padding:2.0pt 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:14.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;page-break-after:avoid;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:14.0pt;page-break-inside:avoid;">
  <td valign=bottom width=88% style="height:14.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:justify;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:8.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=3% style="height:14.0pt;padding:2.0pt 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:8.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=9% style="border:none;border-bottom:solid windowtext 1.0pt;height:14.0pt;padding:0in 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;page-break-after:avoid;text-align:center;"><b><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:8.0pt;">Page</font></b></p>
  </td>
 </tr>
<tr style="height:.3in;page-break-inside:avoid;">
  <td width=88% style="height:.3in;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-indent:-.15pt;"><a href="#Audit"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;">Report of
  Independent Registered Public Accounting Firm</font></u></a></p>
  </td>
 <td width=3% style="height:.3in;padding:2.0pt 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;text-indent:-.15pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="height:.3in;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;">78</font></p>
  </td>
 </tr>
<tr style="height:.3in;page-break-inside:avoid;">
  <td width=88% style="height:.3in;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-indent:-.15pt;"><a href="#BS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;">Consolidated Balance Sheets</font></u></a></p>
  </td>
 <td width=3% style="height:.3in;padding:2.0pt 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;text-indent:-.15pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="height:.3in;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;">79</font></p>
  </td>
 </tr>
<tr style="height:.3in;page-break-inside:avoid;">
  <td width=88% style="height:.3in;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-indent:-.15pt;"><a href="#IS"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;">Consolidated Statements of
  Operations</font></u></a></p>
  </td>
 <td width=3% style="height:.3in;padding:2.0pt 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;text-indent:-.15pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="height:.3in;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;">80</font></p>
  </td>
 </tr>
<tr style="height:.3in;page-break-inside:avoid;">
  <td width=88% style="height:.3in;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-indent:-.15pt;"><a href="#NA"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;">Consolidated Statements of
  Changes in Net Assets</font></u></a></p>
  </td>
 <td width=3% style="height:.3in;padding:2.0pt 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;text-indent:-.15pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="height:.3in;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;">81</font></p>
  </td>
 </tr>
<tr style="height:.3in;page-break-inside:avoid;">
  <td width=88% style="height:.3in;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-indent:-.15pt;"><a href="#CF"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;">Consolidated Statements of
  Cash Flows</font></u></a></p>
  </td>
 <td width=3% style="height:.3in;padding:2.0pt 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;text-indent:-.15pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="height:.3in;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;">82</font></p>
  </td>
 </tr>
<tr style="height:.3in;page-break-inside:avoid;">
  <td width=88% style="height:.3in;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-indent:-.15pt;"><a href="#SOI"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;">Consolidated Schedules of
  Investments</font></u></a></p>
  </td>
 <td width=3% style="height:.3in;padding:2.0pt 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;text-indent:-.15pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="height:.3in;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;">83</font></p>
  </td>
 </tr>
<tr style="height:.3in;page-break-inside:avoid;">
  <td width=88% style="height:.3in;padding:0in 1.0pt 0in 1.0pt;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-indent:-.15pt;"><a href="#Notes"><u><font color=blue face="Times New Roman,serif" style="font-size:9.0pt;">Notes to
  Consolidated Financial Statements</font></u></a></p>
  </td>
 <td width=3% style="height:.3in;padding:2.0pt 1.0pt 0in 1.0pt;">
  <p align=center style="margin:0in;margin-bottom:1.0pt;margin-left:22.35pt;margin-right:0in;margin-top:0in;page-break-after:avoid;text-align:center;text-indent:-.15pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=9% style="height:.3in;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;">88</font></p>
  </td>
 </tr>
</table>


</div>


<p style="margin:0in;margin-bottom:.0001pt;text-indent:.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&#160;&nbsp;</font></p>

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


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">77</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


</DIV>
<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Report of
Independent Registered Public Accounting Firm</font></b></font></p>

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

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We have audited the accompanying
consolidated balance sheets of C&#298;ON Investment Corporation (the Company),
including the consolidated schedule of investments, as of December 31, 2015 and
2014, and the related consolidated statements of operations, changes in net
assets, and cash flows for each of the three years in the period ended December
31, 2015. These consolidated financial statements are the responsibility of the
Company&#8217;s management. Our responsibility is to express an opinion on these
consolidated financial statements based on our audits. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We conducted our audits in accordance with
the standards of the Public Company Accounting Oversight Board (United States).
Those standards require that we plan and perform the audit to obtain reasonable
assurance about whether the consolidated financial statements are free of
material misstatement. We were not engaged to perform an audit of the Company&#8217;s
internal control over financial reporting. Our audits included consideration of
internal control over financial reporting as a basis for designing audit
procedures that are appropriate in the circumstances, but not for the purpose
of expressing an opinion on the effectiveness of the Company&#8217;s internal control
over financial reporting. Accordingly, we express no such opinion. An audit
also includes examining, on a test basis, evidence supporting the amounts and
disclosures in the consolidated financial statements, assessing the accounting
principles used and significant estimates made by management, and evaluating
the overall financial statement presentation. Our procedures included
confirmation of investments owned as of December 31, 2015 and 2014, by
correspondence with the custodian and others, or by other appropriate auditing
procedures where replies from others were not received. We believe that our
audits provide a reasonable basis for our opinion.&#160; </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In our opinion, the consolidated financial
statements referred to above present fairly, in all material respects, the
consolidated financial position of C&#298;ON Investment Corporation at December
31, 2015 and 2014, the results of its operations, changes in its net assets,
and its cash flows for each of the three years in the period ended December 31,
2015, in conformity with U.S. generally accepted accounting principles.</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;">&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;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:22.5pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#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;&#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; /s/
Ernst &amp; Young LLP</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">New York, New York</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;">March 11, 2016</font></font></p>

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

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


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">78</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_82"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(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=66% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=66% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=66% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Assets</font></b></p>
  </td>
 </tr>
<tr style="height:8.25pt;">
  <td nowrap valign=bottom width=66% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments, at
  fair value (amortized cost of $699,036 and $363,564, respectively)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">669,799</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">361,914</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cash</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">39,741</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,474</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">226,316</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">128,388</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,459</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,459</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest
  receivable on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,973</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,184</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Receivable due
  on investments sold</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">50</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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 style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,175</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,557</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Prepaid expenses
  and other assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">243</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">125</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; Total assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">955,756</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">508,101</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Liabilities and Shareholders' Equity</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Liabilities</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Payable for
  investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,800</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,106</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accounts payable
  and accrued expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">692</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">515</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Commissions
  payable for common stock purchased ($171 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">474</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">597</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accrued
  management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,430</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,031</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">617</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">570</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">480</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">484</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34,900</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,409</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border-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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">51,430</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border-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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,712</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shareholders'
  Equity</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; 103,814,361
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">54</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">968,359</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">502,394</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accumulated 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 style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(29,237)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,650)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accumulated net
  unrealized depreciation on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(34,900)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4,409)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; Total
  shareholders' equity</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">904,326</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">496,389</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  liabilities and shareholders' equity</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">955,756</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">508,101</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=66% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.71</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.22</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=66% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=66% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&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 style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1) See Note 7
  for a discussion of the Company&#8217;s total return swap agreement. </font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=bottom width=66% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=6 valign=top width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(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:3.75pt;">
  <td valign=top width=66% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=14% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=14% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=6 valign=top width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(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>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=66% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=6 nowrap valign=bottom width=100% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>



<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><a name="operations_0"></a><a name=IS></a><a name="IS_bclEnd"></a><a name="operations_0_bclEnd"></a></p>
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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">79</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_83"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(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:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=47% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment
  income</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">51,994</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,314</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,863</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fee and other
  income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">815</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">399</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; Total
  investment income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">52,809</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,713</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,863</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Operating
  expenses</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,827</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,132</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">923</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative
  services expense</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,900</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,792</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,159</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital gains
  incentive fee(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(757)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">753</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Offering,
  organizational and other costs - IIG(2)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,012</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">General and
  administrative(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,248</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,272</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,038</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest expense</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">405</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; Total
  operating expenses </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">23,380</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12,451</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,873</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense
  reimbursements from IIG(4)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,880)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,959)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recoupment of
  expense reimbursements from IIG(4)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,667</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; Net
  operating expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,047</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,193</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,914</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; Net investment
  income (loss)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,762</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,520</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(51)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Realized and
  unrealized (losses) gains</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,121</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,538</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(27,587)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,754)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,094</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on total return swap(5)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,753</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,989</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,489</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation on total return swap(5)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(30,491)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5,958)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,536</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160;&#160; Total net
  realized and unrealized (losses) gains</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(26,204)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,815</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,153</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net (decrease)
  increase in net assets resulting from operations </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,442)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,335</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,102</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per share
  information&#8212;basic and diluted</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net (decrease)
  increase in net assets per share resulting from operations</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.02)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.49</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.10</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=53% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=bottom width=53% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted average
  shares of common stock outstanding</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">78,501,760</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">33,630,690</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,522,797</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=53% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=53% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=8 nowrap valign=bottom width=87% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1) See Note 2
  and Note 4 for a discussion of the methodology employed by the Company in
  calculating the capital gains incentive fee.</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=9 nowrap valign=bottom width=100% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2) 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:12.0pt;">
  <td colspan=8 nowrap valign=bottom width=87% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3) See Note 10
  for details of the Company&#8217;s general and administrative expenses.</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=8 nowrap valign=bottom width=87% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4) See Note 4
  for a discussion of expense reimbursements from IIG and recoupment of expense
  reimbursements.</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=8 nowrap valign=bottom width=87% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5) See Note 7
  for a discussion of the Company&#8217;s total return swap agreement.</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:8.25pt;">
  <td nowrap valign=bottom width=53% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=9 nowrap valign=bottom width=100% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>



<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><a name="operations_1"></a><a name=netassets></a><a name=NA></a><a name="NA_bclEnd"></a><a name="netassets_bclEnd"></a><a name="operations_1_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">80</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_84"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(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:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Changes in
  net assets from operations:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income (loss)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,762</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,520</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(51)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,121</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,538</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(27,587)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,754)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,094</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,753</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,989</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,489</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized (depreciation) appreciation on total return swap(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(30,491)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5,958)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,536</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net (decrease)
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,442)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,335</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,102</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(24,762)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(6,020)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(30,281)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(14,650)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,130)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(472)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,339)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,359)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,121)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,538)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(34)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(632)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(451)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(57,268)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(24,547)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,974)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Issuance of
  common stock, net of issuance costs of $43,746, $33,965, and $13,578,
  respectively </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">443,858</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">346,518</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">137,372</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Reinvestment of
  shareholders' distributions</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,886</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,997</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,543</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repurchase of
  common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(7,097)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(485)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortization of
  deferred offering expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(959)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=58% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets resulting from capital share transactions</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">466,647</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">360,030</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">137,956</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total increase
  in net assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">407,937</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">351,818</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">140,084</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">496,389</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,571</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,487</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=62% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  end 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">904,326</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">496,389</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,571</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=3 nowrap valign=bottom width=62% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.71</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.22</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.32</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=3 nowrap valign=bottom width=62% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares of common
  stock outstanding 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">103,814,361</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</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 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">53,818,629</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</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 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,510,178</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=3 valign=bottom width=62% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions in
  excess of net investment income at end of period(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(500)</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:8.25pt;">
  <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="border:none;height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=10 nowrap valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See Note 7 for a discussion of the Company&#8217;s total return swap
  agreement. </font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=58% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td colspan=10 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">This table presents changes in net assets from shareholders'
  distributions on a GAAP basis.&#160; See Note 5 for a discussion of the sources of
  distributions paid by the Company and Note 14 for the sources of
  distributions paid by the Company on a tax basis.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:2.0pt;">&nbsp;</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td colspan=10 valign=top width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions in excess of net investment income represent
  certain expenses, which are not deductible on a tax-basis. 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:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=58% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=11 nowrap valign=top width=100% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>



<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;text-align:center;"><a name="operations_2"></a><a name="netassets_0"></a><a name=CF></a><a name="CF_bclEnd"></a><a name="netassets_0_bclEnd"></a><a name="operations_2_bclEnd"></a></p>
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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">81</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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<p style="margin:0in;margin-bottom:.0001pt;mso-line-height-rule:exactly;mso-pagination:widow-orphan no-line-numbers;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;line-height:.7pt;">&nbsp;</font></p>


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

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

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.75pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=41% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></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 align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Operating
  activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net (decrease)
  increase in net assets resulting from operations</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,442)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,335</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,102</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Adjustments to
  reconcile net (decrease) increase in net assets resulting from</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=56% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">operations to
  net cash used in operating activities:</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net accretion of
  discount on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,025)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(395)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(30)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Proceeds from
  principal repayment of investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,828</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">50,310</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,158</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Purchase of
  investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(438,217)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(403,742)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(94,332)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Increase)
  decrease in short term investments, net</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(8,542)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,034</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(9,566)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Proceeds from
  sale of investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">71,605</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">94,182</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,177</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,121)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,538)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(34)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net unrealized
  depreciation (appreciation) on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,587</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,754</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,094)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net unrealized
  depreciation (appreciation) on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,491</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,958</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,536)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortization of
  deferred financing costs</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">186</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Increase)
  decrease in due from counterparty(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(97,928)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(87,684)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(39,975)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Increase)
  decrease in reimbursements from IIG, net(2)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">545</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(519)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Increase)
  decrease in interest receivable on investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,789)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,769)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(415)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Increase)
  decrease in receivable due on investments sold</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(50)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">535</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(535)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Increase)
  decrease in receivable due on total return swap(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,618)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,755)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,802)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Increase)
  decrease in prepaid expenses and other assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(26)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(26)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase
  (decrease) in payable for investments purchased</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,694</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">644</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,472</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase
  (decrease) in accounts payable and accrued expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">177</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(94)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">552</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase
  (decrease) in accrued management fees</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,399</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,031</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase
  (decrease) in accrued administrative services expense</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">47</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">570</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase
  (decrease) in due to IIG - offering, organizational and other costs(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(447)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(66)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">550</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase
  (decrease) in accrued recoupment of expense reimbursements from IIG(2)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">480</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase
  (decrease) in accrued capital gains incentive fee </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(530)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">530</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net cash used in
  operating activities</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(372,711)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(324,701)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(135,290)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Financing
  activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Gross proceeds
  from issuance of common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">483,604</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">379,024</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">150,950</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Commissions and
  dealer manager fees paid</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(43,869)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(33,368)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(13,601)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repurchase of
  common stock</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(7,097)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(485)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shareholders'
  distributions paid(4)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(27,382)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(11,446)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,536)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Borrowings under
  revolving credit facility</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repayment of
  revolving credit facility</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(32,000)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repayment of
  financing arrangement</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(73)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Increase in
  restricted cash</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,000)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Deferred
  financing costs paid</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(278)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">402,978</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">333,725</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">135,740</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  cash </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,267</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,024</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">450</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cash, beginning
  of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,474</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">450</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cash, end of
  period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">39,741</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,474</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">450</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Supplemental
  non-cash financing activities:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=56% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cash paid for
  interest</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">219</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=56% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Deferred
  offering expenses charged to shareholders' equity</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">959</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=56% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Reinvestment of
  shareholders' distributions</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,886</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,997</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,543</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=56% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shareholders'
  distributions payable</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">896</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td colspan=3 nowrap valign=bottom width=59% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=56% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See Note 7 for a
  discussion of the Company&#8217;s total return swap agreement. </font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td colspan=10 nowrap valign=bottom width=97% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See Note 4 for a
  discussion of expense reimbursements from IIG and recoupment of expense
  reimbursements.</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td colspan=10 valign=bottom width=97% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:10.5pt;">
  <td nowrap valign=bottom width=3% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td colspan=10 nowrap valign=bottom width=97% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See Note 5 for a
  discussion of the sources of distributions paid by the Company.</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=54% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=11 nowrap width=100% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>










<p style="border:none;margin:0in;margin-bottom:.0001pt;"><a name=SOI></a><a name="SOI_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">82</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_86"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">C&#298;ON Investment Corporation
</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">Consolidated Schedule of
Investments</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font 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;">December 31, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font 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;">(in thousands)</font></b></font></font></b></p>


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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=39% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Principal/Par</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=39% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured First Lien Debt - 11.5%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Accruent, LLC,
  L+625, 1.00% LIBOR Floor, 11/25/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,962</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,957</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,933</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ECI Acquisition
  Holdings, Inc., L+625, 1.00% LIBOR Floor, 3/11/2019(d)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,583</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,548</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,497</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">F+W Media, Inc.,
  L+725, 1.25% LIBOR Floor, 6/30/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,414</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,090</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,153</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ignite
  Restaurant Group, Inc., L+700, 1.00% LIBOR Floor, 2/13/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,639</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,510</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,522</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Infogroup Inc.,
  L+550, 1.50% LIBOR Floor, 5/26/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,743</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,242</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,956</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Intertain Group
  Ltd., L+650, 1.00% LIBOR Floor, 4/8/2022(g)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,993</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,956</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,963</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Nathan's Famous
  Inc., 10.00%, 3/15/2020(g)</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">None</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,248</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Panda Sherman
  Power, LLC, L+750, 1.50% LIBOR Floor, 9/14/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,243</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,215</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,840</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Plano Molding
  Company, LLC, L+600, 1.00% LIBOR Floor, 5/12/2021</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,945</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,842</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,726</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Smile Brands
  Group, Inc., L+775, 1.25% LIBOR Floor, 8/16/2019(l)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,678</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,623</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,630</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Sprint
  Industrial Holdings, LLC, L+575, 1.25% LIBOR Floor, 5/14/2019</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,381</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,785</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,274</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Studio Movie
  Grill Holdings, LLC, L+725, 1.00% LIBOR Floor, 9/10/2018(d)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,625</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,538</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,625</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOPPS Company,
  Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,310</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,273</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,248</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">US Joiner
  Holding Company, L+600, 1.00% LIBOR Floor, 4/16/2020</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,598</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,568</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,572</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured First Lien 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">106,147</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">104,187</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=39% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured Second Lien Debt - 50.2%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,788</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,721</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,623</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,030</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,382</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,629</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,174</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,671</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American
  Residential Services LLC, L+800, 1.00% LIBOR Floor, 12/31/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,700</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,669</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,672</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,104</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,052</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">17,846</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">17,640</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,580</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,714</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,659</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,657</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Deltek, Inc.,
  L+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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,245</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,080</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,105</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Drew Marine
  Group, Inc., L+700, 1.00% LIBOR Floor, 5/19/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,452</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,120</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">19,709</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">19,400</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Elements
  Behavioral Health, Inc., L+1075, 1.00% LIBOR Floor, 2/11/2020(l)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,018</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,978</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,918</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Environmental
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,974</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,850</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,385</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,081</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,834</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">GCA Services
  Group, Inc., L+800, 1.25% LIBOR Floor, 11/1/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,361</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,353</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,319</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Genex Holdings,
  Inc., L+775, 1.00% LIBOR Floor, 5/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,410</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,331</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,754</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Global Tel*Link
  Corp., L+775, 1.25% LIBOR Floor, 11/23/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,500</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,486</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,650</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">GTCR Valor
  Companies, Inc., L+850, 1.00% LIBOR Floor, 11/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,960</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,806</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,176</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,851</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,916</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,714</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Institutional
  Shareholder Services Inc., L+750, 1.00% LIBOR Floor, 4/30/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,860</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,777</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,506</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Landslide
  Holdings, Inc., L+725, 1.00% LIBOR Floor, 2/25/2021</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,830</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,826</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,044</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,273</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,264</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,103</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Learfield
  Communications, Inc., L+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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,350</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,339</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,343</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Mergermarket
  USA, Inc., L+650, 1.00% LIBOR Floor, 2/4/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,380</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,319</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,076</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,509</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,491</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,190</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,801</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,200</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Navex Global,
  Inc., L+875, 1.00% LIBOR Floor, 11/18/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,245</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,006</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,757</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Onex TSG
  Holdings II Corp., L+850, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,129</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,370</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,230</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Pelican
  Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,469</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,481</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,304</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,707</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,737</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,843</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,837</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,984</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,927</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,835</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,824</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,450</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=38% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">RP Crown Parent,
  LLC, L+1000, 1.25% LIBOR Floor, 12/21/2019</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,746</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,128</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=14 nowrap valign=bottom width=99% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">83</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_87"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">C&#298;ON Investment Corporation
</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">Consolidated Schedule of
Investments</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font 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;">December 31, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font 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;">(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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Portfolio
  Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Principal/Par</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value(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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Securus
  Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,476</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,498</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SI Organization,
  Inc., L+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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,511</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,499</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,473</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,220</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,220</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,251</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Sterling Midco
  Holdings, Inc., L+775, 1.00% LIBOR Floor, 6/19/2023</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,462</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,430</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,383</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,855</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,600</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Surgery Center
  Holdings, Inc., L+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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,037</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,050</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,675</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Survey Sampling
  International, LLC, L+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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,729</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,700</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TASC, Inc.,
  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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">None</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,332</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,121</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,442</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications
  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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,606</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,566</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,566</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TMK Hawk Parent,
  Corp., L+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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,865</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,368</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,309</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,081</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">U.S. Renal Care,
  Inc., L+800, 1.00% LIBOR Floor, 12/29/2023(h)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,800</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,825</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Vestcom
  International, Inc., L+775, 1.00% LIBOR Floor, 9/30/2022(k)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,935</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,250</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Wand
  Intermediate I LP, L+725, 1.00% LIBOR Floor, 9/19/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,875</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,160</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Winebow
  Holdings, Inc., L+750, 1.00% LIBOR Floor, 1/2/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,823</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,505</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,054</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=38% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured Second Lien Debt</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">468,899</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">453,713</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Collateralized
  Securities and Structured Products - Debt - 4.6%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,029</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,940</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">610</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">592</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,400</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,400</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,238</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,500</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,500</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,190</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,568</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,950</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,869</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,673</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,326</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,031</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">JPMorgan Chase
  Bank, N.A. Credit Linked Note, L+1225, 12/20/2021(g)</font></p>
  </td>
 <td valign=top width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:white;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,940</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,051</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,109</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">44,361</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">41,663</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=4 nowrap valign=bottom width=48% style="height:15.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Collateralized
  Securities and Structured Products - Equity - 2.7%</font></b></p>
  </td>
 <td nowrap width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Anchorage
  Capital CLO 2012-1, Ltd. Subordinated Notes, 16.00% Estimated Yield,
  1/13/2025(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,209</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,480</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">APIDOS CLO XVI
  Subordinated Notes, 16.00% Estimated Yield, 1/19/2025(g)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,238</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,578</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">CENT CLO 19 Ltd.
  Subordinated Notes, 16.00% Estimated Yield, 10/29/2025(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,407</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,055</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Dryden XXIII
  Senior Loan Fund Subordinated Notes, 16.00% Estimated Yield, 7/17/2023(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,250</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,740</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,077</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Galaxy XV CLO
  Ltd. Class A Subordinated Notes, 16.00% Estimated Yield, 4/15/2025(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,626</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,178</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ivy Hill Middle
  Market Credit Fund VII, Ltd. Subordinated Notes, 17.00% Estimated Yield,
  10/20/2025(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,798</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,416</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ivy Hill Middle
  Market Credit Fund IX, Ltd. Subordinated Notes, 17.00% Estimated Yield,
  10/18/2025(g)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,931</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,202</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Ivy Hill Middle
  Market Credit Fund X, Ltd. Subordinated Notes, 17.00% Estimated Yield,
  7/24/2027(g)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diversified Financials</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,760</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,235</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,618</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total
  Collateralized Securities and Structured Products - Equity</font></b></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">31,184</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">24,604</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=4 nowrap valign=bottom width=48% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unsecured
  Debt -&#160; 3.0%</font></b></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Alliant Holdings
  I, L.P., 8.25%, 8/1/2023</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:11.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,255</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,238</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:11.25pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,856</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American Tire
  Distributors, Inc., 10.25%, 3/1/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">None</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,852</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,606</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">NFP Corp.,
  9.00%, 7/15/2021</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,958</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,235</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Radio One, Inc.,
  9.25%, 2/15/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">None</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,505</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,043</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">29,553</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">26,740</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=37% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=9% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td valign=top width=17% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=15 nowrap width=100% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">84</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_88"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">C&#298;ON Investment Corporation
</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">Consolidated Schedule of
Investments</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font 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;">December 31, 2015</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;tab-stops:center 3.25in left 299.25pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font 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;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=36% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cost</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:22.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Short Term
  Investments - 2.1%(i)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=36% style="background:#B7DEE8;height:9.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,892</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,892</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Short
  Term Investments</font></b></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><sup><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></sup></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=17% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,892</font></p>
  </td>
 <td nowrap width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,892</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOTAL
  INVESTMENTS - 74.1%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">699,036</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></b></p>
  </td>
 <td nowrap width=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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">669,799</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">OTHER ASSETS
  IN EXCESS OF LIABILITIES - 25.9%</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:white;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">234,527</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">NET ASSETS -
  100%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">904,326</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOTAL RETURN SWAP
  - (3.9)%</font></b></p>
  </td>
 <td width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=17% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unrealized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Citibank TRS
  Facility (see Note 7)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=17% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">718,025</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(34,900)</font></b></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=1% style="background:white;border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=36% style="background:white;border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:white;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:white;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:white;border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&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:4.5pt;">
  <td nowrap valign=bottom width=3% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=24% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(a) </font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">All of the Company&#8217;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:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(b)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">The 1 and 3 month London Interbank Offered Rate, or LIBOR, rates
  were 0.43% and 0.61%, respectively, as of December 31, 2015.&#160; The actual
  LIBOR rate for each loan listed may not be the applicable LIBOR rate as of
  December 31, 2015, as the loan may have been priced or repriced based on a
  LIBOR rate prior to or subsequent to December 31, 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(c) </font></p>
  </td>
 <td colspan=19 valign=top width=97% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9). </font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(d)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="background:white;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">As discussed in Note 11, the Company was committed, upon the
  satisfaction of certain conditions, to fund an additional $1,207, $1,069, and
  $1,128 as of December 31, 2015 and March 11, 2016 to ECI Acquisition
  Holdings, Inc., Studio Movie Grill Holdings, LLC, and ABG Intermediate
  Holdings 2 LLC, respectively.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(e) </font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(f)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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, 2015. JFIN CLO 2014
  Class E Notes were rated BB on S&amp;P's credit scale as of December 31,
  2015.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(g)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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, 2015, 90.0% 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, 87.2% of the
  Company&#8217;s total assets represented qualifying assets as of December 31, 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(h)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Position or portion thereof unsettled as of December 31, 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(i)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(j)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Effective yield as of December 31, 2015 was &lt;0.01%.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(k)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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 December 31, 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(l)</font></p>
  </td>
 <td colspan=19 valign=top width=97% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">For the year ended December 31, 2015, the following investments
  contain a PIK interest provision whereby the issuer has either the option or
  the obligation to make interest payments with the issuance of additional
  securities:</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:3.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=top width=22% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Interest Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=top width=24% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Interest Amount</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Portfolio Company</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Investment Type</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Cash</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">PIK</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=8% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">All-in-Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=top width=7% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Cash</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=top width=7% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">PIK</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=top width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">All-in-Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Elements
  Behavioral Health, Inc.(m)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Senior Secured
  Second Lien Debt</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9.75%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2.00%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11.75%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td valign=top 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">495</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">32</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td valign=top 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">527</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Smile Brands
  Group, Inc.</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=22% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Senior Secured
  First Lien Debt</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7.50%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1.50%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9.00%</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">328</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td valign=top width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">11</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td valign=top width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">339</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=bottom width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=24% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=22% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=3% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(m)</font></p>
  </td>
 <td colspan=18 valign=bottom width=96% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Subsequent to December 31, 2015, Elements Behavioral Health,
  Inc. notified the Company that it would not make its scheduled interest
  payment due on February 12, 2016. As a result, the Company entered into a new
  Forbearance Agreement and Eighth Amendment to Second Lien Credit Agreement,
  which, among other things, modified the interest rate to LIBOR plus 12% and
  specified that all interest shall be paid-in-kind on each interest payment
  date through the earlier of the forbearance period termination or September
  30, 2016. The investment has not been placed on non-accrual status as the
  Company believes that all principal and interest is likely to be collected.</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=24% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=22% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td colspan=19 nowrap valign=top width=99% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>











<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">85</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_89"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">C&#298;ON Investment Corporation
</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">Consolidated Schedule of
Investments</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">December 31, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">(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=40% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Portfolio
  Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Index Rate(b)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Principal/Par</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=40% style="border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=18% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,993</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,986</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,214</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,170</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">F+W Media, Inc.,
  L+650, 1.25% LIBOR Floor, 6/30/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,443</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,220</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,298</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Ignite
  Restaurant Group, Inc., L+700, 1.00% LIBOR Floor, 2/13/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,963</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,753</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,828</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,281</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,098</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,758</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,730</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Smile Brands
  Group, Inc., L+625, 1.25% LIBOR Floor, 8/16/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,871</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,782</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,746</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Sprint
  Industrial Holdings, LLC, L+575, 1.25% LIBOR Floor, 5/14/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,442</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,429</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,588</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,401</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,452</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">TOPPS Company,
  Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,611</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,586</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">US Joiner
  Holding Company, L+600, 1.00% LIBOR Floor, 4/16/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Capital
  Equipment</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,955</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,901</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,896</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=40% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">69,239</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">69,204</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=40% style="height:15.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,400</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,018</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">ALM Media, LLC,
  L+800, 1.00% LIBOR Floor, 7/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,344</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,149</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">American
  Residential Services LLC, L+800, 1.00% LIBOR Floor, 12/31/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,700</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,663</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,900</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,003</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">20,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">19,663</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,955</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Environmental
  Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,952</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">90</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">88</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">GCA Services
  Group, Inc., L+800, 1.25% LIBOR Floor, 11/1/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">800</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">797</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,910</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,856</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,500</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,484</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,955</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">H.D. Vest, Inc.,
  L+800, 1.25% LIBOR Floor, 6/18/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">854</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">846</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,751</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Institutional
  Shareholder Services Inc., L+750, 1.00% LIBOR Floor, 4/30/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,860</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,834</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Landslide
  Holdings, Inc., L+725, 1.00% LIBOR Floor, 2/25/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,830</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,842</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,273</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,263</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Learfield
  Communications, Inc., L+775, 1.00% LIBOR Floor, 10/9/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,417</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,405</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,990</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,820</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,761</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,841</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Pelican
  Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,441</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,459</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,387</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Energy:
  Electricity</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,850</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,800</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,850</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Securus
  Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,500</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,472</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">SI Organization,
  Inc., L+800, 1.00% LIBOR Floor, 5/23/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services: Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,511</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,497</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,496</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">SMG, L+825,
  1.00% LIBOR Floor, 2/27/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,220</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,220</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,701</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,332</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,099</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">675</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">671</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,852</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,087</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,016</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">U.S. Renal Care,
  Inc., L+900, 1.25% LIBOR Floor, 1/3/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">486</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">492</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">15,000</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,927</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Wand
  Intermediate I LP, L+725, 1.00% LIBOR Floor, 9/19/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,000</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,899</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Winebow
  Holdings, Inc., L+750, 1.00% LIBOR Floor, 1/2/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,488</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,494</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">WP CPP Holdings,
  LLC, L+775, 1.00% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,435</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,429</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,370</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">245,258</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=15 nowrap width=100% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">86</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_90"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">C&#298;ON Investment Corporation
</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">Consolidated Schedule of
Investments</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">December 31, 2014</font></b></font></font></b></p>

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;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;">(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=40% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Portfolio
  Company(a)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Industry</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Principal/Par</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Cost</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:.25in;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:.25in;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Value(c)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=top width=40% style="border:none;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Collateralized
  Securities and Structured Products- Debt - 5.6%</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=18% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,035</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,999</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">610</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">610</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,400</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,400</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,400</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Great Lakes CLO
  2014-1, Ltd. Class E Notes, L+525, 4/15/2025(f)(g)</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,522</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,325</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,860</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,815</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">JFIN CLO 2014,
  Ltd. Class E Notes, L+500, 4/20/2025(f)(g)</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,308</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,168</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">JPMorgan Chase
  Bank, N.A. Credit Linked Note, L+1,225, 12/20/2021(g)</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,048</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">NXT Capital CLO
  2014-1, LLC, Class E Notes, L+550, 4/23/2026(f)(g)</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,500</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,007</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,600</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total
  Collateralized Securities and Structured Products- Debt</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">28,752</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">27,965</font></p>
  </td>
 </tr>
<tr style="height:17.25pt;">
  <td colspan=2 nowrap valign=bottom width=40% style="height:17.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Collateralized
  Securities and Structured Products- Equity - 1.8%</font></b></p>
  </td>
 <td nowrap width=1% style="height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-top:solid black 1.0pt;height:17.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Ivy Hill Middle
  Market Credit Fund IX, Ltd. Subordinated Notes, 14% Estimated Yield,
  10/18/2025(g)</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(e)</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,146</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=39% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=10% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(e)</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Diversified
  Financials</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,000</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,902</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,724</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,137</font></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td colspan=2 nowrap valign=bottom width=40% style="height:14.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,350</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,350</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,350</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=40% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total Short
  Term Investments</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,350</font></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,350</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=40% style="background:#B7DEE8;height:15.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">363,564</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</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 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">361,914</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap width=40% style="height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=7% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap width=6% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">134,475</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 width=40% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">NET ASSETS -
  100%</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap width=6% 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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=39% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=7% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=6% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td colspan=2 nowrap valign=bottom width=40% style="height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">TOTAL RETURN
  SWAP - (0.9%)</font></b></p>
  </td>
 <td width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amount</font></b></p>
  </td>
 <td nowrap width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=7% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Unrealized Depreciation</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=39% style="background:#B7DEE8;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Citibank TRS
  Facility (see Note 7)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 4.25pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">431,979</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% 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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(4,409)</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=39% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=red face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=39% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(a) </font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:5.25pt;">
  <td nowrap valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(b)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:5.25pt;">
  <td nowrap valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(c) </font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9). </font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(d)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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,&#160; 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:5.25pt;">
  <td nowrap valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(e) </font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:5.25pt;">
  <td nowrap valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(f)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:5.25pt;">
  <td nowrap valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(g)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:5.25pt;">
  <td nowrap valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(h)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Position or portion thereof unsettled as of December 31, 2014.</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(i)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:5.25pt;">
  <td nowrap valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(j)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Effective yield as of December 31, 2014 is &lt;0.01%.</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td nowrap valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td colspan=2 nowrap valign=bottom width=100% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">See accompanying notes to consolidated
  financial statements.</font></p>
  </td>
 </tr>
</table></div>










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


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-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 style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">87</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_91"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

<p style="border:none;margin:0in;margin-bottom:.0001pt;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:0in;margin-bottom:.0001pt;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#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;">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:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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;">&nbsp;On December 7, 2015, 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, 2015.</font></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The accompanying
consolidated financial statements of the Company have been prepared in
accordance with U.S. generally accepted accounting principles, or GAAP, and
include the accounts of the Company and its wholly owned subsidiaries. &#160;In the
opinion of management, all adjustments (consisting of normal recurring
adjustments) considered necessary for a fair presentation have been
included.&nbsp;All intercompany balances and transactions have been eliminated
in consolidation. 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:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">The Company is considered an investment company as defined in
Accounting Standards Update Topic 946, Financial Services &#8211; Investment
Companies, 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:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">The Company evaluates subsequent events through the date that
the consolidated financial statements are issued.</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom: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;">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 $18,892 and $10,350 of such investments at December
31, 2015 and 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></p>

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

<p style="border:none;margin:0in;margin-bottom:12.0pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Offering
costs include, among other things, legal fees and other costs pertaining to the
preparation of the Company&#8217;s registration statements in connection with the
continuous public offerings 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 style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2014</font></font><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">. </font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">88</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_92"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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: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;">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 style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 31, 2015</font></font><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=63% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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=36% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other Pre-Effective Costs(4)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Year Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2012(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,012</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,620</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,012</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Costs submitted
  for reimbursement by IIG(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(192)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,620)</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(200)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,012)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  Unreimbursed Costs at December 31, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=11 nowrap valign=bottom width=63% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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=36% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Period</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other Pre-Effective Costs(4)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Year Ended</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2012(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,787</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,787</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2014</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,026</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,397</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="border:none;border-bottom:none black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,240</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,240</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Costs reimbursed
  by the Company(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,620</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,012</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Costs
  Incurred by the Company</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,860</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,252</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Costs paid as of
  December 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,771</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,163</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Costs accrued as
  of December 31, 2015(5)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">89</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">89</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=36% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Costs
  Incurred by the Company</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">192</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,860</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">200</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,252</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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 offerings. See Note 4 for actual gross proceeds raised from
  the offerings and the amount of offering and organizational costs that can be
  paid by the Company.</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=top width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=34% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Of this amount, $1,000 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>
<tr style="height:6.75pt;">
  <td nowrap valign=top width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=34% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:6.75pt;">
  <td nowrap valign=top width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=34% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:6.75pt;">
  <td nowrap valign=top width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=34% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=13% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5)</font></p>
  </td>
 <td colspan=13 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Of this amount, $37 is presented as Due to IIG - offering,
  organizational and other costs and the remainder is included in accounts
  payable and accrued expenses on the consolidated balance sheet at December
  31, 2015</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">89</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.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;">Book/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 14).
</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:12.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Uncertainty in Income Taxes </font></i></font></p>

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

<p style="border:none;margin:0in;margin-bottom:12.0pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">The Company is subject to examination by U.S. federal, New
York State, New York City and Maryland income tax jurisdictions for 2012, 2013,
and 2014.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:12.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Use of Estimates</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:12.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The preparation of
the consolidated financial statements in conformity with GAAP requires the
Company to make </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">estimates and
assumptions that affect the reported amounts of assets and liabilities at the
date of the consolidated financial statements and the reported amounts of
revenues and expenses during the reporting period. Actual results may
materially differ from those estimates.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:12.0pt;text-align:justify;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Valuation of Portfolio Investments</font></i></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The fair value of
the Company&#8217;s investments is determined quarterly in good faith by the
Company&#8217;s board of directors pursuant to its consistently applied valuation
procedures and valuation process 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 style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> that prioritizes and ranks the level of market price observability of
inputs used in measuring </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">investments
at fair value. Inputs used to measure these fair values are classified into the
following hierarchy:</font></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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=top width=91% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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="border:none;margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:12.0pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">90</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

<p style="margin:0in;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:0in;margin-bottom:6.0pt;margin-left:.75in;margin-right:0in;margin-top:6.0pt;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:0in;margin-bottom:6.0pt;margin-left:.75in;margin-right:0in;margin-top:6.0pt;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:0in;margin-bottom:6.0pt;margin-left:.75in;margin-right:0in;margin-top:6.0pt;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>

<p style="margin:0in;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:0in;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>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">91</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_95"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The discounted cash flow model deemed
appropriate by CIM is prepared for the applicable investments and reviewed by
the Company&#8217;s valuation committee consisting of senior management. Such models
are prepared at least quarterly or on an as needed basis. The model uses the
estimated cash flow projections for the underlying investments and an
appropriate discount rate is determined based on the latest financial
information available for the borrower, prevailing market trends, comparable
analysis and other inputs. The model, key assumptions, inputs, and results are
reviewed by the Company&#8217;s valuation committee with final approval from the
board of directors.</font></font></p>

<p style="border:none;margin:0in;margin-bottom: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;">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:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company
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&#8217;s valuation committee and board
of directors review and approve the valuation determinations made with respect
to these investments in a manner consistent with the Company&#8217;s valuation
process. </font></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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. 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:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company may
have investments in its investment portfolio that contain a PIK interest
provision. PIK interest is accrued as interest income if the portfolio company
valuation indicates that such PIK interest is collectible and recorded as
interest receivable up to the interest payment date. On the interest payment
dates, the Company will capitalize the accrued interest receivable attributable
to PIK as additional principal due from the borrower. Additional PIK securities
typically have the same terms, including maturity dates and interest rates, as
the original securities. In order to maintain RIC status, substantially all of
this income must be paid out to shareholders in the form of distributions, even
if the Company has not collected any cash. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">Loans and debt securities, including those that are
individually identified as being impaired under Accounting Standards
Codification 310,</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">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;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">against interest income. Interest
income is recognized on nonaccrual loans or debt securities only to the extent
received in cash. How&#173;ever, where there is doubt regarding the ultimate
collectibility of</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">principal, cash
receipts, whether designated as principal or interest, are thereafter applied
to reduce the carrying value of the loan or debt security. Loans or securities
are restored to accrual status only when interest and principal payments are
brought current and future payments are reasonably assured.</font></font></p>

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

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

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

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


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">92</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_96"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

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

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

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

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

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

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

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#8217;s
initial continuous public offering commenced on July 2, 2012 and ended on
December 31, 2015. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.0pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">The following table summarizes transactions with respect to
shares of the Company&#8217;s common stock during the years ended December 31, 2015, 2014,
and 2013:</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=17 valign=bottom width=68% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=bottom width=22% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=5 nowrap valign=bottom width=22% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=31% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Gross
  shares/proceeds from the offering</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">47,539,457</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">487,604</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">36,871,074</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">380,483</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,846,960</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">150,950</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=31% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Reinvestment of
  distributions</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,216,195</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,886</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,488,917</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,997</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">162,880</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,543</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=31% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total gross
  shares/proceeds</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">50,755,652</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">517,490</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">38,359,991</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">394,480</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,009,840</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">152,493</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=31% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sales
  commissions and dealer manager fees</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(43,746)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(33,965)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(13,578)</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net
  shares/proceeds</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">50,755,652</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">473,744</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">38,359,991</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">360,515</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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,009,840</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">138,915</font></b></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td colspan=2 nowrap valign=bottom width=31% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Share repurchase
  program</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(759,920)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(7,097)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(51,540)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(485)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net
  shares/proceeds from share transactions</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">49,995,732</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">466,647</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">38,308,451</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">360,030</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,009,840</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:15.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">138,915</font></b></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">During the years ended December 31, 2015,
2014, and 2013, the Company sold 50,755,652, 38,359,991, and 15,009,840 shares,
respectively, at an average price per share of $10.20, $10.28 and $10.16,
respectively.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31, 2015, the Company sold
103,814,361 shares of common stock for net proceeds of $1,061,520 at an average
price per share of $10.23. The net proceeds include gross proceeds received
from reinvested shareholder distributions of $45,426, for which the Company
issued 4,867,992 shares of common stock, and gross proceeds paid for shares of
common stock tendered for repurchase of $7,582, for which the Company
repurchased 811,460 shares of common stock.</font></font></p>

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


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">93</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_97"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#8217;s follow-on continuous public offering commenced on
January 25, 2016. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">During the period from January 1, 2016 to
March 9, 2016, the Company sold 431,598 shares of common stock for net proceeds
of $3,582 at an average price per share of $8.30. The net proceeds include
gross proceeds received from reinvested shareholder distributions of $5,967,
for which the Company issued 698,782 shares of common stock, and gross proceeds
paid for shares of common stock tendered for repurchase of $2,437, for which
the Company repurchased 272,148 shares of common stock.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Since commencing its initial continuous
public offering on July 2, 2012 and through March 9, 2016, the Company sold
104,245,959 shares of common stock for net proceeds of $1,065,102 at an average
price per share of $10.22. The net proceeds include gross proceeds received
from reinvested shareholder distributions of $51,393, for which the Company
issued 5,566,774 shares of common stock, and gross proceeds paid for shares of
common stock tendered for repurchase of $10,019, for which the Company
repurchased 1,083,608 shares of common stock.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 28, 2012, January 31, 2013,
March 14, 2013, May 15, 2013, August 15, 2013, and February 4, 2014, the Company&#8217;s
board of directors increased the public offering price per share of common
stock under the Company&#8217;s initial 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, November 24, 2015,
December 22, 2015, and March 8, 2016, certain of the Company&#8217;s directors
reduced the public offering price per share to $10.20, $10.05, $9.95, and
$9.40, respectively, due to a decline in the Company&#8217;s net asset value per
share to an amount more than 2.5% below the Company&#8217;s then-current net offering
price.</font></font></p>

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

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

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

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;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 November 2, 2015, the Company amended
the terms of the quarterly share repurchase program, effective as of the
Company&#8217;s quarterly repurchase offer for the fourth quarter of 2015, which
commenced in November 2015 and was completed in January 2016. Under the amended
share repurchase program, the Company offered to repurchase shares of common stock
at a price per share of $8.96, which was (i) not less than the net asset value
per share immediately prior to January 4, 2016 and (ii) not more than 2.5%
greater than the net asset value per share as of such date.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On January&nbsp;22, 2016, the Company further
amended the terms of the quarterly share repurchase program, effective as
of&nbsp;the Company&#8217;s quarterly repurchase offer for the first quarter of 2016,
which commenced in February 2016 and will be completed in April 2016. Under the
further amended share repurchase program,&nbsp;the Company&nbsp;will offer to
repurchase shares of common stock at a price equal to 90% of the public
offering price in effect on each date of repurchase. </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;">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>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">94</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_98"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:9.0pt;">The following table summarizes the
share repurchases completed during the years ended December 31, 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=38% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repurchase Date</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares Repurchased</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage of Shares Tendered That Were
  Repurchased</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Repurchase Price Per Share</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Aggregate Consideration for Repurchased
  Shares</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=38% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=38% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=38% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">April 2, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,881</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">46</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=38% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">July 2, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,611</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">147</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=38% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">October 1, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,048</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">292</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=4 valign=bottom width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160; Total share
  repurchases during the year ended December 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">51,540</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">485</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=38% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=38% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=12% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=bottom width=38% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">January 7, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">48,947</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">460</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=bottom width=38% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">April 1, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,288</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100%</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">398</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=bottom width=38% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">July 1, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">449,538</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.41</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,228</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=bottom width=38% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=12% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">October 7, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">219,147</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100%</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.18</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,011</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=4 valign=bottom width=51% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160; Total share
  repurchases during the year ended December 31, 2015</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">759,920</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,097</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td valign=bottom width=38% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the years ended December 31, 2015, 2014 and 2013, fees
and other expenses incurred by the Company related to CIM and its affiliates
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:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=39% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=15% style="background:white;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Entity</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capacity</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Description</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b><b><font color=black face="Times New Roman,serif" style="font-size:10.0pt;">(3)&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b><b><font color=black face="Times New Roman,serif" style="font-size:10.0pt;">(4)&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dealer manager</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dealer manager
  fees</font><font color=black face="Times New Roman,serif" style="font-size:10.0pt;">(1)&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,440</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,172</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,386</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=15% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment
  adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Management fees</font><font color=black face="Times New Roman,serif" style="font-size:10.0pt;">(2)&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,827</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,132</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">923</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">CIM</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment
  adviser</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Incentive fees</font><font color=black face="Times New Roman,serif" style="font-size:10.0pt;">(2)&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(757)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">753</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=15% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">ICON Capital,
  LLC</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative
  services provider</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative
  services expense</font><font color=black face="Times New Roman,serif" style="font-size:10.0pt;">(2)&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,900</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,792</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,159</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">IIG</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sponsor</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Reimbursement of
  offering, organizational and other costs</font><font color=black face="Times New Roman,serif" style="font-size:10.0pt;">(2)&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,012</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=15% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">IIG</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=16% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sponsor</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Recoupment of
  expense support</font><font color=black face="Times New Roman,serif" style="font-size:10.0pt;">(2)&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,667</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">622</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=15% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">35,834</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,973</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,221</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="border:none;border-bottom:solid black 1.0pt;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=bottom width=3% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=27% style="border:none;height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=5 valign=bottom width=57% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amounts charged
  directly to equity.</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td colspan=5 valign=bottom width=57% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amounts charged
  directly to operations.</font></p>
  </td>
 <td valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td colspan=14 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">For the year ended December 31, 2014, IIG provided expense
  support of $1,880 pursuant to the expense support and conditional
  reimbursement agreement. Of this amount, $2,106 related to management fees,
  $1 related to administrative services expense and ($227) related to the
  reversal of expense support previously applied to incentive fees.</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td colspan=14 valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">For the year ended December 31, 2013, IIG provided expense
  support of $3,959 pursuant to the expense support and conditional
  reimbursement agreement. Of this amount, $923 related to management fees,
  $983 related to administrative services expense and $223 related to incentive
  fees.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The 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 initial continuous public
offering on July 2, 2012 and through March 9, 2016, the Company paid or accrued
sales commissions of $61,399 to the selling dealers and dealer manager fees of
$30,043 to C&#298;ON Securities.</font></font></p>

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


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">95</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_99"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company has entered into an investment advisory agreement with
CIM. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 7, 2015, 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, 2015.&#160; </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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.&#160; </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Refer to Note 7 for a discussion of CIM&#8217;s entitlement to
receive incentive fees and accrual of the incentive fee on capital gains with
respect to the TRS.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company accrues the capital
gains incentive fee based on net realized gains and unrealized appreciation;
however, under the terms of the investment advisory agreement, the fee payable
to CIM is based on net realized gains and unrealized depreciation and no such
fee is payable with respect to unrealized appreciation unless and until such
appreciation is actually realized. For the years ended </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 31, 2014</font></font><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> and 2013, capital gains
incentive fees were ($757) and $753, respectively, of which ($530) and $526,
respectively, related to the change in unrealized (depreciation) appreciation.
As of and for the year ended December 31, 2015, the Company had no liability
for and did not record any capital gains incentive fees. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">With respect to the TRS, CIM
will become entitled to receive 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`s
entitlement to receive payment of incentive fees and accrual of the incentive
fee on capital gains with respect to the TRS.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The 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. </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 7,
2015, 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,
2015. </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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 color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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. </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#8217;s
payment of offering and </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">organizational costs</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">
will not exceed 1.5% of the actual gross proceeds raised from the offerings
(without giving effect to any potential reimbursements from IIG and its
affiliates). </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">If the Company sells the maximum number
of shares at its latest public offering price of $9.40 per share, the Company
estimates that it may incur up to approximately </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">$29,455 </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">of expenses. </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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 June
30, 2017,</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> rather than actual gross proceeds raised
through the date of reimbursement.</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;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 </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">organizational costs</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> submitted for
reimbursement.&nbsp;The transactions satisfied an independent obligation of IIG
to invest $1,000 in the Company&#8217;s shares.&nbsp;Through that date, the Company
had raised gross proceeds from unaffiliated outside investors of
$2,639&nbsp;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 any future reimbursements
for offering and organizational costs, the Company will interpret the 1.5%
limit based on actual gross proceeds raised at the time of such
reimbursement.&nbsp;&nbsp;In addition, the Company will not issue any of its
shares or other securities for services or for property other than cash or
securities except as a dividend or distribution to its security holders or in
connection with a reorganization.&nbsp;&nbsp;Consistent with this
interpretation, on May 30, 2013, IIG paid the Company $1,000, 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 color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">From inception through </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December 31, 2012</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, </font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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.&nbsp; No additional material offering, organizational or other
pre-effective costs have been incurred by IIG or its affiliates subsequent to </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2012</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">.&nbsp;</font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">96</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_100"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Reinvestment of shareholder distributions and share repurchases
are excluded from the gross proceeds from the Company&#8217;s offerings for purposes
of determining the total amount of offering and organizational costs that can
be paid by the Company. </font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of
December 31, 2015, the Company raised gross offering proceeds of $1,023,676, of
which it can pay up to $15,355 in offering and organizational costs (which
represents 1.5% of the actual gross offering proceeds raised). Through December
31, 2015, the Company paid $8,163 of such costs, leaving an additional $7,192
that can be paid. As of March 9, 2016, the Company raised gross offering
proceeds of $1,023,728, of which it can pay up to $15,356 in offering and
organizational costs (which represents 1.5% of the actual gross offering
proceeds raised). Through March 9, 2016, the Company paid $8,309 of such costs,
leaving an additional $7,047 that can be paid.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On January 30, 2013, the Company entered
into the expense support and conditional reimbursement agreement with IIG,
whereby IIG agreed to reimburse the Company for expenses in an amount that is
sufficient to: (1) ensure that no portion of the Company&#8217;s distributions to
shareholders will be paid from its offering proceeds or borrowings, and/or (2)
reduce the Company&#8217;s operating expenses until it has achieved economies of
scale sufficient to ensure that it bears a reasonable level of expense in
relation to its investment income. 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. On December&nbsp;16, 2015, the Company further amended and
restated the expense support and conditional reimbursement agreement for
purposes of including AIM as a party to the agreement and extending the termination
date from December 31, 2015 to December 31, 2016.&nbsp; Commencing with the
quarter beginning January 1, 2016, IIG and AIM each agrees to reimburse the
Company for 50% of its expenses as described above.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the year ended December 31, 2015, the
Company did not receive any expense reimbursements from IIG. For the years
ended December 31, 2014 and 2013, the total expense reimbursement from IIG,
which funded distributions, was $1,880 and $3,959 respectively, relating to
certain operating expenses. See Note 5 for additional information on the
sources of the Company&#8217;s distributions.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font 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.&nbsp;Pursuant to the second amended and restated
expense support and conditional reimbursement agreement, the Company will have
a conditional obligation to reimburse IIG and AIM for any amounts funded by IIG
and AIM under the same circumstances described above. The obligation to
reimburse IIG and AIM for any expense support provided by IIG and AIM 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;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Reimbursement of such costs
will be determined as appropriate to meet the objectives of the expense support
and conditional reimbursement agreement. During the years ended December 31,
2015 and 2014, the Company recorded obligations to repay expense reimbursements
to IIG of $4,667 and $622, respectively. During the years ended December 31,
2015 and 2014, the Company repaid IIG for expense reimbursements of $4,187 and
$622, respectively. During the year ended December 31, 2013, the Company did
not repay or record an obligation to repay expense reimbursements to IIG. The
Company may or may not be requested to reimburse any remaining costs in the
future.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company, AIM, or IIG may terminate the
second amended and restated expense support and conditional reimbursement
agreement at any time. IIG and AIM have indicated that they expect to continue
such reimbursements until they believe 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 and/or the investment sub-advisory agreement with AIM, the
Company may be required to repay IIG and AIM all reimbursements funded by IIG
and AIM within three years of the date of termination. The specific amount of
expenses reimbursed by IIG and AIM, 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 and AIM will
reimburse any portion of the Company&#8217;s expenses in future quarters.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-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 style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">97</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_101"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense Support Received from IIG</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense Support Reimbursed to IIG(4)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unreimbursed Expense Support</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of Operating Expense to Average Net
  Assets for the Period(1)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Annualized Distribution Rate for the
  Period(3)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Eligible for Reimbursement through</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2012</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">117</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.93%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.00%(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">819</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.75%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.43%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2013</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,297</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.49%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.31%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2016</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.27%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.31%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="border:none;border-bottom:none black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.13%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2014</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">831</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">164</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">667</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.15%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2017</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.21%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.18%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2015</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.15%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2015</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.12%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.00%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2018</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,956</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,289</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double windowtext 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">667</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=15% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:5.25pt;">
  <td nowrap valign=bottom width=4% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=96% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=4% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td valign=top width=96% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:3.75pt;">
  <td nowrap valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=96% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=4% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td valign=top width=96% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The Company did not declare any distributions during the three
  months ended December 31, 2012.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=4% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=96% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=4% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td valign=top width=96% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Annualized Distribution Rate equals the annualized rate of distributions
  paid to shareholders based on the amount of the regular cash distributions
  paid immediately prior to the date the expense support payment obligation was
  incurred by IIG. Annualized Distribution Rate does not include special cash
  or stock distributions paid to shareholders. Annualized Distribution Rate is
  calculated based on the maximum historical offering price at each record
  date.</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=top width=4% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=96% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=top width=4% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td valign=top width=96% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">As of December 31, 2015, $480 of reimbursed expense support was
  payable to IIG.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31, 2015 and
2014, the total net liability payable to CIM and its affiliates was $5,735 and
$2,303, respectively, which primarily related to fees earned by CIM during the
three months ended December 31, 2015 and 2014, respectively.&nbsp; </font></font></p>

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

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

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

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

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

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


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">98</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_102"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company&#8217;s board of directors declared
distributions for 52, 49 and 24 record dates during the years ended December
31, 2015, 2014 and 2013, respectively. Declared distributions are paid monthly.
</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table presents cash
distributions per share that were declared during the years ended December 31,
2015, 2014 and 2013:</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=47% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Three Months
  Ended</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=15% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2013
  (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1769</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">209</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2013
  (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1788</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">518</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2013 (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1799</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,090</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2013 (six record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1806</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,157</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2013</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7162</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,974</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=13% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 2014
  (nine record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1679</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,315</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 2014
  (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,120</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  2014 (fourteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1969</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,396</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  2014 (thirteen record dates)</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,716</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7306</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,767</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,223</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,517</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1829</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,761</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions for the year ended December 31, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7316</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=13% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,268</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December
15, 2015, the Company&#8217;s board of directors declared four weekly cash
distributions of $0.014067 per share, which were paid on January 27, 2016 to
shareholders of record on January 5,&nbsp;January 12,&nbsp;January 19,&nbsp;and
January 26, 2016.&nbsp; On January 15, 2016, the Company&#8217;s board of directors
declared four weekly cash distributions of $0.014067 per share, which were paid
on February 24, 2016 to shareholders of record on February 2,&nbsp;February
9,&nbsp;February 16,&nbsp;and February 23, 2016.&nbsp; On February 16, 2016,
the Company&#8217;s board of directors declared five weekly cash distributions of
$0.014067 per share, payable on March 30, 2016 to shareholders of record on
March 1, March 8, March 15, March 22, and March 29, 2016. </font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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
fourth amended and restated distribution reinvestment plan so as to have their
cash distributions reinvested in additional shares of the Company&#8217;s common
stock.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On November 2, 2015, the Company further
amended and restated its distribution reinvestment plan pursuant to the third
amended and restated distribution reinvestment plan, or the Third Amended DRIP.
The Third Amended DRIP was effective as of, and first applied to the
reinvestment of cash distributions paid on or after, the closing of the
Company&#8217;s initial continuous public offering on December 31, 2015. Under the
Third Amended DRIP, cash distributions to participating shareholders were
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 was (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. The purchase price determined for the January and February
2016 reinvestment of cash distributions under the Third Amended DRIP was $8.63
and $8.45 per share, respectively.&#160; </font></font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">99</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_103"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On&nbsp;January 22, 2016, the Company further amended and restated
its distribution reinvestment plan pursuant to the fourth amended and restated distribution
reinvestment plan, or the Fourth Amended DRIP.</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">
&nbsp;</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The&nbsp;Fourth Amended DRIP
became effective as of, and will first apply to the reinvestment of cash
distributions paid on or after, the date on which the Company held the first
weekly closing for the sale of shares of common stock of the Company in
connection with its follow-on continuous public offering on March 9, 2016.</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;"> &nbsp;</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Under
the&nbsp;Fourth Amended DRIP, cash distributions to participating shareholders
will be reinvested in additional shares of common stock at a purchase price
equal to 90% of the public offering price per share in effect as of the date of
issuance.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company may fund its cash distributions
to shareholders from any sources of funds available to the Company, including
offering proceeds, borrowings, net investment income from operations, capital
gains proceeds from the sale of assets, non-capital gains proceeds from the
sale of assets, dividends or other distributions paid to it on account of
preferred and common equity investments in portfolio companies and expense
reimbursements from IIG and AIM, 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 from expense reimbursements from IIG, and
future distributions may result from expense reimbursements from IIG and AIM,
each of 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 and AIM continue to make such expense
reimbursements. Shareholders should also understand that the Company&#8217;s future
repayments of expense support 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 and AIM have no obligation to provide
expense reimbursements to the Company in future periods. For the years ended December
31, 2014 and 2013, if expense reimbursements from IIG were not supported, some
or all of the distributions may have been a return of capital as reflected in
Note 14.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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 years ended
December 31, 2015, 2014 and 2013:</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=23 valign=bottom width=72% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31, </font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=bottom width=24% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=7 valign=bottom width=23% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 nowrap valign=bottom width=27% style="background:white;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Source of
  Distribution</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per Share</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income(1)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.3164</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,762</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">43.2%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.1792</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,020</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24.5%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net interest and
  other income from TRS portfolio</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.3868</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,281</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">52.9%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4360</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,650</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">59.7%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.2037</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,130</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28.4%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="height:13.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on TRS
  loan sales</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0060</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">472</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.8%</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0696</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,339</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.5%</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4251</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,359</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">59.4%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain on investments</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0143</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,121</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0458</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,538</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.3%</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0061</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">34</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.9%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 valign=bottom width=27% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions in
  excess of net investment income(2)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0081</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">632</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.1%</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.0813</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">451</font></p>
  </td>
 <td valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.3%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td colspan=2 nowrap valign=bottom width=27% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  distributions</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7316</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,268</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7306</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,547</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7162</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,974</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:6.75pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=25% style="border:none;border-bottom:solid black 1.0pt;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:6.75pt;">
  <td nowrap valign=bottom width=3% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:6.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions
  from net investment income include expense support from IIG of $1,880 and
  $3,959 related to the years ended December 31, 2014 and 2013, respectively.</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=top width=3% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=97% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td valign=top width=97% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions in excess of net investment income represent
  certain expenses, which are not deductible 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. See Note 14 for the sources of the
  Company's cash distributions on a tax basis.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">100</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_104"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The composition of the Company&#8217;s investment
portfolio as of December 31, 2015 and 2014 at amortized cost and fair value was
as follows:</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=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=28% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=bottom width=35% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:20.25pt;">
  <td nowrap valign=bottom width=28% style="height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:20.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cost(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:20.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cost(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:20.25pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=28% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  first lien debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">106,147</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=9% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,187</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69,239</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td valign=bottom width=9% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19.7%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=28% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  second lien debt</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">468,899</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">453,713</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">245,894</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">245,258</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69.8%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=28% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities and structured products - debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">44,361</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,663</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.4%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.0%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=28% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities and structured products - equity</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,184</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,604</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,329</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,137</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.5%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=28% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unsecured debt</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,553</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.1%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=28% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">680,144</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">650,907</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=28% style="background:#B7DEE8;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term
  investments(2)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=28% style="height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total
  investments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">699,036</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">669,799</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">363,564</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=28% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:8.25pt;">
  <td nowrap valign=bottom width=3% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font style="border:none;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON / Capitala Senior Loan Fund I, LLC</font></i></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company 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
December 31, 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 December 31, 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:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of March 11, 2016, the Company&#8217;s
unfunded commitment to CCSLF was $40,000.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">101</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_105"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following tables show the composition of the Company&#8217;s
investment portfolio by industry classification and geographic dispersion, and
the percentage, by fair value, of the total investment portfolio assets in such
industries and geographies as of December 31, 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:8.25pt;">
  <td nowrap valign=bottom width=29% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:8.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=29% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=34% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:26.25pt;">
  <td valign=bottom width=29% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Industry
  Classification</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">124,412</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">89,123</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">25.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">86,848</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">45,737</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Diversified
  Financials</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">66,267</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37,102</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.6%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beverage, Food
  &amp; Tobacco</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">62,314</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">42,962</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">12.2%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">54,122</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,203</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32,224</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,867</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.2%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,161</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.2%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,107</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,839</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,703</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Advertising, Printing &amp; Publishing</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,627</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20,235</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,099</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.7%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,626</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Automotive</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,766</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,123</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,974</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,571</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Energy:
  Electricity</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,677</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.1%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,932</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.7%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,154</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">792</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.2%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,851</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,800</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,153</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.6%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,298</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.8%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,952</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,077</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.6%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Telecommunications</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,148</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13,813</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.9%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Retail</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,623</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,274</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,377</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Environmental
  Industries</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital
  Equipment</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,572</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,896</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.1%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,370</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">650,907</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">351,564</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term investments</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">669,799</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">361,914</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td valign=bottom width=29% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 valign=bottom width=34% style="background:white;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:26.25pt;">
  <td valign=bottom width=29% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Geographic
  Dispersion(1)</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="background:white;border:none;border-bottom:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments&nbsp;at</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair&nbsp;Value</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:white;border:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="background:white;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:26.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage&nbsp;of</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment Portfolio</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">United States</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">581,756</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">89.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">314,540</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">89.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Cayman Islands</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">32,258</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.0%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,445</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.0%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Germany</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,960</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.5%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,009</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.3%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Netherlands</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,120</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,975</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">United Kingdom</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,850</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Canada </font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,963</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=18% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.3%</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Switzerland</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,745</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.5%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Subtotal/total
  percentage</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">650,907</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=18% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">351,564</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=bottom width=29% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term investments</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=29% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investments</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">669,799</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">361,914</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=12% style="border:none;height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">The geographic dispersion
  is determined by the portfolio company's country of domicile.</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">102</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_106"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31, 2015 and 2014, there
were no delinquent investments or investments on non-accrual status.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;margin-top:10.05pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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 December 31, 2015 and 2014, the Company&#8217;s
unfunded commitments amounted to $43,404 and $23,112, respectively. As of March
11, 2016, the Company&#8217;s unfunded commitments amounted to $58,404. &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:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On December 17, 2012, the Company, through
its wholly-owned subsidiary, Flatiron 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 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;On December 22, 2015, Flatiron and Citibank further amended
the TRS to reduce the ramp-down period from 90 days to 30 days prior to the
termination date, which represents the period when reinvestment is no longer
permitted under the terms of the TRS. Effective February 18, 2016, Flatiron and
Citibank further amended the TRS to extend the termination or call date from
March 17, 2016 to February 18, 2017, 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 1.35% to 1.40% per year. 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:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

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

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The obligations of Flatiron under the TRS
are non-recourse to the Company and the Company&#8217;s exposure under the TRS is
limited to the value of the Company&#8217;s investment in Flatiron, which generally
will equal the value of cash collateral provided by Flatiron under the TRS.
Pursuant to the terms of the TRS, Flatiron may select loans with a maximum
aggregate market value (determined at the time each such loan becomes subject
to the TRS) of $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:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Each individual loan must meet criteria
described in the TRS Agreement, including a requirement that substantially all
of the loans be rated by Moody&#8217;s and S&amp;P, be part of a loan facility of at
least $125 million and have at least two bid quotations from a
nationally-recognized pricing service. Under the terms of the TRS, Citibank, as
calculation agent, determines whether there has been a failure to satisfy the
portfolio criteria in the TRS. If such failure continues for 30 days following
the delivery of notice thereof, then Citibank has the right, but not the
obligation, to terminate the TRS. Flatiron receives from Citibank all interest
and fees payable in respect of the loans included in the TRS. Flatiron pays to
Citibank interest at a rate equal to, in respect of each loan included in the
TRS, the floating rate index specified for such loan, which will not be less
than zero, plus 1.40% 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.&nbsp;</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">103</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_107"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Citibank may terminate the TRS on or after
February 18, 2017, 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 the
spread over the floating index rate. The Company estimates the early
termination fee would have been approximately $1,729 and $4,967 at December 31,
2015 and 2014, respectively. Flatiron may also be required to pay a minimum
usage fee in connection with the TRS. As of December 31, 2015 and 2014,
Flatiron owed Citibank a minimum usage fee of $4 and $16, respectively. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The value of the TRS is based on the
increase or decrease in the value of the loans underlying the TRS, as
determined by the Company. The loans underlying the TRS are valued in the same
manner as loans owned by the Company.&#160; As of December 31, 2015 and 2014, the
fair value of the TRS was ($34,900) 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) appreciation on total return swap. As of December
31, 2015 and 2014, Flatiron had selected 90 and 69 underlying loans with a
total notional amount of $718,025 and $431,979, respectively. For the same
periods, Flatiron posted $226,316 and $128,388 in cash collateral held by
Citibank (of which only $187,802 and $116,564 was required to be posted), which
is reflected in due from counterparty on the Company&#8217;s consolidated balance
sheets. </font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Realized gains and losses on the TRS are
composed of any gains or losses on loans underlying the TRS as well as net
interest and fees earned during the period. Receivable due on the TRS is
composed of any amounts due from Citibank that consist of earned but not yet
collected net interest and fees and net gains on sales and principal repayments
of underlying loans of the TRS. As of December 31, 2015 and 2014, the net
receivable on the TRS consisted of the following:</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=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=6 nowrap valign=bottom width=41% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">As of December 31,</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=51% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=20% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=54% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,882</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,656</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=54% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=5% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,309)</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,318)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=54% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on TRS
  loan sales</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(398)</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">219</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=54% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net
  Receivable(1)</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,175</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,557</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="border:none;height:6.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=7 nowrap valign=top width=96% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net receivable
  is reflected in receivable due on total return swap on the Company's
  consolidated balance sheets.</font></p>
  </td>
 <td nowrap valign=top width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">104</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_108"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;"><font face=Calibri,sans-serif style="border:none;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &nbsp;</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For
the years ended December 31, 2015, 2014 and 2013, the net realized gain on the
TRS consisted of the following:</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=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=42% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=50% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=14% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=53% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other income from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">40,499</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,081</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,130</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=53% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Interest and
  other expense from TRS portfolio</font></p>
  </td>
 <td valign=bottom width=5% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(10,218)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4,431)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(771)</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=53% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net gain on TRS
  loan sales</font></p>
  </td>
 <td valign=bottom width=5% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">472</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,339</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,130</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=53% style="height:12.75pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain(1)</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,753</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,989</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,489</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=5% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=3% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=50% style="border:none;height:4.5pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=5% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=11% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=10 nowrap valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain is reflected in net realized gain on total return swap on the Company's
  consolidated statements of operations.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">In connection with the TRS, Flatiron is
required to comply with various covenants and reporting requirements as defined
in the TRS Agreement. As of and for the year ended December 31, 2015, Flatiron
was in compliance with all covenants and reporting requirements.</font></font></p>

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

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

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

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

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

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


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-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 style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">105</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_109"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The
following is a summary of the underlying loans subject to the TRS as of
December 31, 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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Underlying
  Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unrealized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Appreciation /</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=38% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior
  Secured First Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ABG Intermediate
  Holdings 2 LLC, L+450, 1.00% LIBOR Floor, 5/27/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,736</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,696</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(40)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,254</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,954</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(300)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,820</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,816</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(4)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Albertson's LLC,
  L+450, 1.00% LIBOR Floor, 12/21/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,625</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,656</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">31</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">ALM Media, LLC,
  L+450, 1.00% LIBOR Floor, 7/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,882</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,740</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(142)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Alvogen Pharma
  US, Inc., L+500, 1.00% LIBOR Floor, 4/1/2022</font></p>
  </td>
 <td valign=top width=1% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,053</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,709</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(344)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American Dental
  Partners, Inc., L+475, 1.00% LIBOR Floor, 8/29/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,282</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,359</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American Energy
  - Marcellus, LLC, L+425, 1.00% LIBOR Floor, 8/4/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,253</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,160</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(3,093)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">American
  Residential Services, LLC, L+450, 1.00% LIBOR Floor, 6/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,211</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,174</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(37)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">AqGen Ascensus,
  Inc., L+450, 1.00% LIBOR Floor, 12/5/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,915</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,923</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aquilex, LLC,
  L+400, 1.00% LIBOR Floor, 12/31/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,933</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,850</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(83)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">At Home Holding
  III Inc., L+400, 1.00% LIBOR Floor, 6/3/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,560</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,420</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(140)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Avaya Inc.,
  L+525, 1.00% LIBOR Floor, 5/29/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,718</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,462</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(4,256)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Azure Midstream
  Energy, LLC, L+650, 1.00% LIBOR Floor, 11/15/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,431</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,448</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(983)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">BRG Sports,
  Inc., L+550, 1.00% LIBOR Floor, 4/15/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,798</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,690</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(108)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Builders
  FirstSource Inc., L+500, 1.00% LIBOR Floor, 7/29/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Forest Products
  &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,242</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,129</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,131</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,568</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">437</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cast &amp; Crew
  Payroll, LLC , L+375, 1.00% LIBOR Floor, 8/12/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,311</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,294</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(17)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,958</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,857</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,047</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,778</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(269)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Charming
  Charlie, LLC, L+800, 1.00% LIBOR Floor, 12/24/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,647</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,223</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,424)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemstralia Pty
  Ltd., L+625, 1.00% LIBOR Floor, 2/28/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,000</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,925</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(75)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,844</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">18,926</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">82</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">CSP Technologies
  North America, LLC, L+600, 1.00% LIBOR Floor, 1/29/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,522</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,660</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">138</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,831</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,537</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(294)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">DAE Aviation
  Holdings, Inc., L+425, 1.00% LIBOR Floor, 7/7/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,591</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,579</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(12)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,338</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,808</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(530)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">DBRS, Inc.,
  L+525, 1.00% LIBOR Floor, 3/4/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,005</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,087</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">82</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,068</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,053</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(15)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Diamond Resorts
  Corp., L+450, 1.00% LIBOR Floor, 5/9/2021(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,586</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,546</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(40)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,846</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,803</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(43)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Emmis Operating
  Company, L+600, 1.00% LIBOR Floor, 6/10/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,739</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,790</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(949)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Evergreen Skills
  Lux S.&#192;.R.L., L+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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,248</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,764</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,484)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Global Cash
  Access, Inc., L+525, 1.00% LIBOR Floor, 12/18/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">11,043</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,375</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(668)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">GTCR Valor
  Companies, Inc., L+500, 1.00% LIBOR Floor, 5/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,898</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,918</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">HC Group
  Holdings III, Inc., L+500, 1.00% LIBOR Floor, 4/7/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,471</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,459</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(12)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,879</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,993</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(886)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hemisphere Media
  Holdings, LLC, L+400, 1.00% LIBOR Floor, 7/30/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,006</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,854</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(152)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,296</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">70</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hyperion
  Insurance Group Ltd., L+450, 1.00% LIBOR Floor, 4/29/2022(e)</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,039</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,024</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(15)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">IMG Worldwide
  Holdings, LLC, L+425, 1.00% LIBOR Floor, 5/6/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,368</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,287</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(81)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,000</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,006</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">inVentiv Health,
  Inc., L+625, 1.50% LIBOR Floor, 5/15/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,890</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(110)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Lanyon
  Solutions, Inc., L+450, 1.00% LIBOR Floor, 11/13/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,148</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,120</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(28)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">LTCG Holdings
  Corp., L+500, 1.00% LIBOR Floor, 6/6/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,882</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,527</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(355)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Murray Energy
  Corp., L+600, 1.00% LIBOR Floor, 4/17/2017</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Mining &amp;
  Metals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">723</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">752</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">29</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,472</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,286</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,186)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,736</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,444</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(292)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Nielsen &amp;
  Bainbridge, LLC, L+500, 1.00% LIBOR Floor, 8/15/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,094</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,113</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">19</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,392</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,428</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">36</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Onex TSG
  Holdings II Corp., L+400, 1.00% LIBOR Floor, 7/29/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,441</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,402</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(39)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Opal
  Acquisition, Inc., L+400, 1.00% LIBOR Floor, 11/27/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,361</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,724</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,637)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,622</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,554</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(68)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">PetroChoice
  Holdings, Inc., L+500, 1.00% LIBOR Floor, 8/19/2022</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=9% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,645</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,664</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">19</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">106</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_110"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.75pt;">
  <td nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Underlying Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=18% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Unrealized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Appreciation /</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:9.75pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Photonis
  Technologies SAS, L+750, 1.00% LIBOR Floor, 9/18/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,564</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,396</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(168)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Pike Corp.,
  L+450, 1.00% LIBOR Floor, 12/22/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy:
  Electricity</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,205</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,194</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(11)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Polyconcept
  Finance B.V., L+475, 1.25% LIBOR Floor, 6/28/2019(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,575</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,547</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(28)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">PSC Industrial
  Holdings Corp., L+475, 1.00% LIBOR Floor, 12/5/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,901</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,888</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(13)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Riverbed
  Technology, Inc., L+500, 1.00% LIBOR Floor, 4/24/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,791</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,771</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">RP Crown Parent,
  LLC, L+500, 1.00% LIBOR Floor, 12/21/2018</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,431</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,127</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,304)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Scientific Games
  International, Inc., L+500, 1.00% LIBOR Floor, 10/1/2021(e)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Various</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">21,430</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">19,847</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,583)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SESAC Holdco II
  LLC, L+425, 1.00% LIBOR Floor, 2/7/2019</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,049</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,998</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(51)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SG Acquisition,
  Inc., L+525, 1.00% LIBOR Floor, 8/19/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,624</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,485</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(139)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">SI Organization,
  Inc., L+475, 1.00% LIBOR Floor, 11/23/2019(d)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,983</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">10,953</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(30)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Smile Brands
  Group, Inc., L+775, 1.25% LIBOR Floor, 8/16/2019(f)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,657</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,297</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,360)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Southcross
  Holdings Borrower LP, L+500, 1.00% LIBOR Floor, 8/4/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,249</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">678</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(571)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Steward Health
  Care System, LLC, L+550, 1.25% LIBOR Floor, 4/10/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,817</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9,760</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">STG-Fairway
  Acquisitions, Inc., L+525, 1.00% LIBOR Floor, 6/30/2022</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,690</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,690</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">-</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Styrolution US
  Holding LLC, L+550, 1.00% LIBOR Floor, 11/7/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,933</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,997</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">64</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Surgery Center
  Holdings, Inc., L+425, 1.00% LIBOR Floor, 11/3/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,466</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,506</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">40</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Survey Sampling
  International, LLC, L+500, 1.00% LIBOR Floor, 12/16/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,861</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,801</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(60)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Various</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,114</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">8,291</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">177</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TIBCO Software
  Inc., L+550, 1.00% LIBOR Floor, 12/4/2020</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16,998</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">15,844</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,154)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TMFS Holdings,
  LLC, L+450, 1.00% LIBOR Floor, 7/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,657</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">14,746</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">89</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">TOPPS Company,
  Inc., L+600, 1.25% LIBOR Floor, 10/2/2018</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,307</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">2,254</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(53)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Travel Leaders
  Group, LLC, L+600, 1.00% LIBOR Floor, 12/7/2020</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,473</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,429</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(44)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">U.S. Farathane,
  LLC, L+575, 1.00% LIBOR Floor, 12/23/2021(d)</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Automotive</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,119</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,100</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(19)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">U.S. Renal Care,
  Inc., L+425, 1.00% LIBOR Floor, 12/30/2022(d)</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,233</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,245</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">USS Parent
  Holdings Corp., L+475, 1.00% LIBOR Floor, 8/5/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Prime</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,305</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,263</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(42)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,124</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1,031</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(93)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Western Dental
  Services, Inc., L+650, 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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">5,558</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,889</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(669)</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">661,055</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">634,597</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(26,458)</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">35</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Asurion, LLC,
  L+750, 1.00% LIBOR Floor, 3/3/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Consumer</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,772</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,796</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(976)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">High Tech
  Industries</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,675</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(3,123)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,940</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,940</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Mergermarket
  USA, Inc., L+650, 1.00% LIBOR Floor, 2/4/2022</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Services:
  Business</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">6,370</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(595)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">13,600</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">12,119</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,481)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Pelican
  Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7,620</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(430)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Retail</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">4,973</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3,548</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(1,425)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Securus
  Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Telecommunications</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">555</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(447)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=top width=37% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total Senior
  Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=red face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=18% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">56,970</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">48,528</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(8,442)</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=37% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">718,025</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">683,125</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(34,900)</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=37% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=18% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:3.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.75pt;">
  <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=34% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=5% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(a)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">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:3.0pt;">
  <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=34% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(b)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">The 1, 2, 3, and 6 month LIBOR rates were 0.43%, 0.51%, 0.61%
  and 0.85%, respectively, as of December 31, 2015. The actual LIBOR rate for
  each loan listed may not be the applicable LIBOR rate as of December 31,
  2015, as the loan may have been priced or repriced based on a LIBOR rate
  prior to or subsequent to December 31, 2015. The prime rate was 3.50% as of
  December 31, 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=34% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(c)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9).</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=34% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(d)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Position or portion thereof unsettled as of December 31, 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=34% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">(e)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">All or a portion of the underlying loan subject to the TRS 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, 2015, 90.0% 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, 87.2% of the Company&#8217;s total assets represented
  qualifying assets as of December 31, 2015.</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=top width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=34% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(f)</font></p>
  </td>
 <td colspan=18 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">For the year ended December 31, 2015, the following underlying
  loan subject to the TRS contain a PIK interest provision whereby the issuer
  has either the option or the obligation to make interest payments with the
  issuance of additional securities:</font></p>
  </td>
 </tr>
<tr style="height:3.0pt;">
  <td nowrap valign=bottom width=2% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=34% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=5% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=34% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=5 valign=top width=22% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Interest Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=7 valign=top width=22% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Interest Amount</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=34% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Issuer of Underlying Loan</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=16% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Investment Type</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cash</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=6% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">PIK</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=8% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">All-in-Rate</font></b></p>
  </td>
 <td valign=top width=1% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=top width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Cash</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=top width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">PIK</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=top width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">All-in-Rate</font></b></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=bottom width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=34% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Smile Brands Group, Inc.</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=16% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">Senior Secured First Lien Debt</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">7.50%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=6% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">1.50%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=8% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">9.00%</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td valign=top width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">362</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td valign=top width=5% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:9.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">16</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=1% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">$</font></p>
  </td>
 <td valign=top width=8% style="background:#B7DEE8;border:none;height:9.0pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">378</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">107</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_111"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following is a summary of the underlying loans subject to the
TRS as of December 31, 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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Underlying
  Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Unrealized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Appreciation /</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(Depreciation)</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td nowrap valign=bottom width=38% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;border-top:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">ABG Intermediate
  Holdings 2 LLC, L+450, 1.00% LIBOR Floor, 5/27/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,804</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Capital
  Equipment</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,085</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,168</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">12,406</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">12,344</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(62)</font></p>
  </td>
 </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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,355</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,255</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(100)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Automotive</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(3)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,953</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,923</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(30)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">BRG Sports,
  Inc., L+550, 1.00% LIBOR Floor, 4/15/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,294</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,369</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(32)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Forest Products
  &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,650</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,944</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Forest Products
  &amp; Paper</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,178</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">13,174</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(4)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Retail</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">274</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">274</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">-</font></p>
  </td>
 </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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">-</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,950</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,981</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">31</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">30</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,947</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,944</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(3)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(20)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,938</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3,883</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Broadcasting &amp; Subscription</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(42)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Containers,
  Packaging &amp; Glass</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,359</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,329</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(30)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">inVentiv Health,
  Inc., L+625, 1.50% LIBOR Floor, 5/15/2018</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,490</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,472</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">LTCG Holdings
  Corp., L+500, 1.00% LIBOR Floor, 6/6/2020</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,081</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,010</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">LTI Flexible
  Products, Inc., L+450, 1.00% LIBOR Floor, 5/1/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(8)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,900</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,900</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">-</font></p>
  </td>
 </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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,900</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,975</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Aerospace &amp;
  Defense</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,214</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">10,014</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Prime</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,950</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,969</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">19</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Hotel, Gaming
  &amp; Leisure</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">47</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,613</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">14,727</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">12</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">SI Organization,
  Inc., L+475, 1.00% LIBOR Floor, 11/23/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,256</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,236</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(20)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Smile Brands
  Group, Inc., L+625, 1.25% LIBOR Floor, 8/16/2019</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,699</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">4,533</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Southcross
  Holdings Borrower LP, L+500, 1.00% LIBOR Floor, 8/4/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Energy: Oil
  &amp; Gas</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,149</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">2,186</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">37</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(8)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,195</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">5,169</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(26)</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">108</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_112"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:9.75pt;">
  <td nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Underlying Loans(a)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Index Rate(b)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Industry</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Notional</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Value(c)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Unrealized</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Appreciation /</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Consumer</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Construction
  &amp; Building</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Consumer Goods:
  Non-Durable</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(9)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:white;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Media:
  Diversified &amp; Production</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=10% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=20% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:9.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=bottom width=38% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=7% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=6% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:10.5pt;">
  <td valign=top width=38% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Banking,
  Finance, Insurance &amp; Real Estate</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,161</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,170</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Deltek, Inc.,
  L+875, 1.25% LIBOR Floor, 10/10/2019</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,798</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">9,425</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Retail</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Services:
  Business</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,965</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">6,633</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Pelican
  Products, Inc., L+825, 1.00% LIBOR Floor, 4/11/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Chemicals,
  Plastics &amp; Rubber</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">8,050</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">7,820</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Retail</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Securus
  Technologies Holdings, Inc., L+775, 1.25% LIBOR Floor, 4/30/2021</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Telecommunications</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">1,002</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">988</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Telx Group,
  Inc., L+650, 1.00% LIBOR Floor, 4/9/2021</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">High Tech
  Industries</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=10% style="background:white;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">3 Month LIBOR</font></p>
  </td>
 <td valign=top width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Healthcare &amp;
  Pharmaceuticals</font></p>
  </td>
 <td width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">814</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">824</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=top width=10% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 2.25pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">431,979</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">427,570</font></p>
  </td>
 <td valign=bottom width=1% style="height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:10.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(4,409)</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=38% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=7% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=6% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=8% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:4.5pt;">
  <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=98% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(a)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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:4.5pt;">
  <td nowrap valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(b)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">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. The prime rate was 3.25% as of December 31,
  2014.</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(c)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Fair value determined by the Company&#8217;s board of directors (see
  Note 9).</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(d)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">Position or portion thereof unsettled as of December 31, 2014.</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=top width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=98% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:9.0pt;">
  <td nowrap valign=top width=2% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">(e)</font></p>
  </td>
 <td valign=top width=98% style="height:9.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:7.5pt;">All or a portion of the underlying loan subject to the TRS 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>



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

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

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

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

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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 and for the year ended December 31, 2015, the
Company was in compliance with all covenants and reporting requirements under
the EWB Credit Facility.</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:10.0pt;">&#160;&nbsp;</font></p>


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">109</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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, which was 3.50% at December 31, 2015, 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:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></font></p>

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">On January 28, 2016 the
Company entered into the first amendment to the EWB Credit Facility with EWB.
Under the original EWB Credit Facility, the borrowing base was the lesser of
(i) the average monthly net proceeds received by the Company from the sale of
its equity securities during the trailing three month period ending on the last
day of the immediately preceding calendar month; or (ii) 50% of collateral
securing the EWB Credit Facility. Under the first amendment, during the period
commencing on January 30, 2016 through July 31, 2016, (i) the trailing equity
component of the borrowing base was removed; (ii) the borrowing base was
decreased to 40% of the collateral securing the EWB Credit Facility; and (iii)
the required&nbsp;minimum fair market value of the collateral securing the EWB
Credit Facility was increased from two to two and one-half times all
outstanding advances under the EWB Credit Facility. Subsequent to July 31,
2016, these amended provisions will revert back to their original terms.</font></font></p>

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">At December
31, 2015 and March 7, 2016, 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 initially 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 December 31, 2015, $92 of such costs had yet to be amortized to interest
expense.</font></font></p>

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the year
ended December 31, 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 $2,296 and 17.65%, respectively.</font></font></p>

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For the
years ended December 31, 2015, 2014 and 2013, the components of interest
expense 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:10.0pt;">&#160;&nbsp;</font></p>

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=35% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 valign=bottom width=62% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=35% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=3% style="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 style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=16% 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=35% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">94</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=35% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Non-usage fee</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">125</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=35% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">186</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=16% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=35% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">405</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
</table></div>



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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following table presents fair value
measurements of the Company&#8217;s portfolio investments and TRS as of December 31,
2015 and 2014, according to the fair value hierarchy:</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=27% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=bottom width=27% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></b></p>
  </td>
 <td nowrap width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,187</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,187</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69,204</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">453,713</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">453,713</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,663</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,663</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,604</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,604</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unsecured debt</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,740</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,740</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:#B7DEE8;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Short term
  investments</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total return
  swap</font></p>
  </td>
 <td nowrap 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(34,900)</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(34,900)</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,892</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">616,007</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">634,899</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,350</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">347,155</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:white;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:white;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">357,505</font></p>
  </td>
 </tr>
</table></div>




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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">110</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


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</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_114"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following tables provide a reconciliation of the beginning and
ending balances for investments that use Level 3 inputs for the years ended
December 31, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=20 nowrap 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Year Ended December 31, 2015</font></b></p>
  </td>
 </tr>
<tr style="height:35.25pt;">
  <td colspan=2 valign=bottom width=22% style="border:none;border-bottom:none black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Secured First</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior Secured</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Second Lien</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities and Structured
  Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities and Structured
  Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unsecured</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Return</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beginning
  balance, December 31, 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69,204</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">245,258</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,965</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,137</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4,409)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">347,155</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments
  purchased</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">82,147</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">261,022</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,500</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,914</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">54,634</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">438,217</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">543</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">551</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">30,753</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">31,874</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized depreciation</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,925)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(14,550)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,911)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(6,388)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,813)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(30,491)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(58,078)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accretion of
  discount</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">441</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">390</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">109</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">68</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,025</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sales and
  principal repayments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(46,223)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(38,434)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,076)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(25,700)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(30,753)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(144,186)</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ending
  balance, December 31, 2015</font></b></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:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,187</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;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=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-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 style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">453,713</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,663</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;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=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-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 style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,604</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,740</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;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=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-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 style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(34,900)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">616,007</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Change in net
  unrealized (depreciation) appreciation on investments still held as of
  December 31, 2015 (1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,910)</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(14,612)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,911)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(6,388)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2,813)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(30,333)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(57,967)</font></b></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=21 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Included in net
  change in unrealized (depreciation) appreciation on investments in the
  consolidated statements of operations.</font></p>
  </td>
 </tr>
</table></div>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=20% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=20 nowrap 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Year Ended December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:35.25pt;">
  <td colspan=2 valign=bottom width=22% style="border:none;border-bottom:none black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior Secured First Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior Secured Second Lien Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities and Structured
  Products - Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=11% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized Securities and Structured
  Products - Equity</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unsecured Debt</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total Return Swap</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:35.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="background:#B6DDE8;border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Beginning
  balance, December 31, 2013</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">61,787</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,552</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,850</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,946</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,549</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">94,684</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="border:none;border-bottom:none black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investments
  purchased</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">104,625</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">269,039</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">21,822</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,413</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">843</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">403,742</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,171</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">348</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,989</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">18,527</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net change in
  unrealized depreciation</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(727)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(998)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(787)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(242)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5,958)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(8,712)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Accretion of
  discount</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">230</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">65</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">80</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">395</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Sales and
  principal repayments</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(97,882)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(45,748)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(862)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(16,989)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(161,481)</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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ending
  balance, December 31, 2014</font></b></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:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">69,204</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;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=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-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 style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">245,258</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">27,965</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;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=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-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 style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9,137</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></b></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;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=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-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 style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4,409)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">347,155</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=22% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Change in net
  unrealized (depreciation) appreciation on investments still held as of
  December 31, 2014 (1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(236)</font></b></p>
  </td>
 <td valign=top width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(866)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(787)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(242)</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(5,001)</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(7,132)</font></b></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=20% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=top width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><b><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=21 valign=bottom width=98% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;Included in net
  change in unrealized (depreciation) appreciation on investments in the
  consolidated statements of operations.</font></p>
  </td>
 </tr>
</table></div>




<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-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 style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">111</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_115"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The valuation techniques and significant
unobservable inputs used in recurring Level 3 fair value measurements of investments
as of December 31, 2015 and 2014 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:12.0pt;">
  <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=12 nowrap valign=bottom width=75% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 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:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Valuation Techniques/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Methodologies</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unobservable</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Inputs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Range</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted Average(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">58,715</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.3%</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.2%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.9%</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">45,472</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">233,616</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.0%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.7%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.2%</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">220,097</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">41,663</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.0%</font></p>
  </td>
 <td width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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 align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.1%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,604</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16.0%</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17.0%</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16.5%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">26,740</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total return
  swap</font></p>
  </td>
 <td nowrap width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,991)</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rates</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5.6%</font></p>
  </td>
 <td width=2% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28.7%</font></p>
  </td>
 <td width=1% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.6%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(30,909)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=25% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">616,007</font></p>
  </td>
 <td width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=bottom width=25% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.75pt;">
  <td nowrap valign=bottom width=3% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td nowrap valign=top width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td valign=top width=97% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted average
  amounts are based on the estimated fair values except for the total return
  swap, which is based on unrealized depreciation.</font></p>
  </td>
 </tr>
</table></div>



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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=25% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=12 nowrap valign=bottom width=75% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:23.25pt;">
  <td valign=bottom width=25% style="height:23.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Fair Value</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=19% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Valuation Techniques/</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Methodologies</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unobservable</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Inputs</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=3 valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Range</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=10% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:23.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted Average(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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">29,932</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.0%</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Senior secured
  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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">147,914</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.1%</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.4%</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Collateralized
  securities 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.5%</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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10.9%</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">13.4%</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total return
  swap</font></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(954)</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discounted Cash Flow</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Discount Rates</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=2% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=11% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,455)</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Broker Quotes</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 <td width=1% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="border:none;border-bottom:solid black 1.0pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">N/A</font></p>
  </td>
 </tr>
<tr style="height:13.5pt;">
  <td width=25% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td nowrap width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:13.5pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">347,155</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=19% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=15% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=2% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=6% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=10% style="background:#B7DEE8;border:none;height:13.5pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:3.75pt;">
  <td nowrap valign=bottom width=25% style="border:none;border-bottom:solid black 1.0pt;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=19% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=15% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=6% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:3.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:3.0pt;">
  <td nowrap valign=bottom width=3% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=97% style="height:3.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td nowrap valign=top width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td nowrap valign=top width=97% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted average
  amounts are based on the estimated fair values except for the total return
  swap, which is based on unrealized depreciation.</font></p>
  </td>
 </tr>
</table></div>



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

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


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">112</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_116"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">General and administrative expense consisted
of the following items for the years ended December 31, 2015, 2014 and 2013:</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=53% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=12% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=53% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=47% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=53% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=15% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=12% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Transfer agent
  expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,144</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">627</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">173</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Professional
  fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,044</font></p>
  </td>
 <td width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">849</font></p>
  </td>
 <td nowrap width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">859</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Due diligence
  fees</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,006</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">967</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">607</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Printing and
  marketing expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">755</font></p>
  </td>
 <td width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">681</font></p>
  </td>
 <td nowrap width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">750</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Dues and
  subscriptions</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">505</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">230</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">138</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Filing fees</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">478</font></p>
  </td>
 <td width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">113</font></p>
  </td>
 <td nowrap width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">105</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Valuation
  expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">310</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">136</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">23</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Insurance
  expense</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">297</font></p>
  </td>
 <td width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">235</font></p>
  </td>
 <td nowrap width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">212</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Director fees
  and expenses</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">296</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">162</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td width=53% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Other expenses</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">413</font></p>
  </td>
 <td width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">272</font></p>
  </td>
 <td nowrap width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">114</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td width=53% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total general
  and administrative expense</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,248</font></p>
  </td>
 <td width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,272</font></p>
  </td>
 <td nowrap width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap width=12% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,038</font></p>
  </td>
 </tr>
</table></div>



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

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

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

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31, 2015 and
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:12.0pt;">
  <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=57% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:14.25pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="border:none;border-bottom:none black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Unfunded
  Commitments</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015(1)</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:14.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2014(1)</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160; CCSLF(2)(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">40,000</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160; ECI
  Acquisition Holdings, Inc.(3)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,207</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,724</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160; ABG
  Intermediate Holdings 2 LLC(3)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,128</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160; Studio Movie
  Grill Holdings, LLC(3)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,069</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,388</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=60% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&#160;&#160; Dollar Tree,
  Inc.(4)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,000</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=60% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">43,404</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="border:none;border-bottom:double black 2.25pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">23,112</font></p>
  </td>
 </tr>
<tr style="height:6.0pt;">
  <td nowrap valign=bottom width=3% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=57% style="border:none;border-bottom:solid black 1.0pt;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=17% style="border:none;height:6.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:5.25pt;">
  <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=57% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=17% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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:5.25pt;">
  <td nowrap valign=top width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=57% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">See Note 6 for a further description of our investment in CCSLF.</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=top width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=57% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">As of March 11, 2016, the Company's unfunded commitments were to
  portfolio companies ECI Acquisition Holdings, Inc., ABG Intermediate Holdings
  2 LLC, and Studio Movie Grill Holdings, LLC in the amount of $1,207, $1,128,
  and $1,069, respectively, and also included an unfunded commitment of $40,000
  to CCSLF. In addition, subsequent to December 31, 2015, the Company entered
  into a $15,000 unfunded commitment with Western Digital Corporation.</font></p>
  </td>
 </tr>
<tr style="height:5.25pt;">
  <td nowrap valign=top width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=57% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=17% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:4.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(4)</font></p>
  </td>
 <td colspan=7 valign=top width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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. Prior to
  December 31, 2015, the Dollar Tree, Inc. unfunded commitment was terminated.</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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 style="background:white;border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="background:white;font-size:10.0pt;">.</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp; &nbsp;</font></font><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">For information on the companies to which the Company
is committed to fund additional amounts as of December 31, 2015 and 2014, refer
to the table above and the consolidated schedules of investments.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">113</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_117"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Company will fund its unfunded commitments from
the same sources it uses to fund its investment commitments that are funded at
the time they are made (i.e., advances from its revolving credit facility
and/or cash flows from operations). The Company will not fund its unfunded
commitments from future net proceeds generated by securities offerings. The
Company follows a process to manage its liquidity and ensure that it has
available capital to fund its unfunded commitments.&nbsp; Specifically, the
Company prepares detailed analyses of the level of its unfunded commitments
relative to its then available liquidity on a daily basis.&nbsp; These analyses
are reviewed and discussed on a weekly basis by the Company&#8217;s executive
officers and senior members of CIM (including members of the investment
committee) and are updated on a &#8220;real time&#8221; basis in order to ensure that the
Company has adequate liquidity to satisfy its unfunded commitments.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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:0in;margin-bottom:.0001pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></font></p>

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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Fee income consists of
commitment fees, amendment fees, and administrative agent fees. The following
table summarizes the Company&#8217;s fee income for the years ended December&nbsp;31,
2015, 2014 and 2013:</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=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=45% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:13.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:15.0pt;">
  <td nowrap valign=bottom width=3% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=45% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:15.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 valign=bottom width=51% style="border:none;border-bottom:solid black 1.0pt;height:15.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=45% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=17% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=16% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Commitment fees</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">718</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">283</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=48% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amendment fees</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">96</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 nowrap valign=bottom width=48% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Administrative
  agent fees</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=48% style="height:12.0pt;padding:0in 0in 0in 6.75pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">815</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">399</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Administrative agent fees are
recurring income as long as the Company remains the administrative agent for
the related investment. Income from all other fees is non-recurring.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">114</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_118"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


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

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following is a schedule of financial
highlights for the years ended December 31, 2015, 2014 and 2013, and for the
period from January 31, 2012 (Inception) through December 31, 2012:</font></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=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 rowspan=3 valign=bottom width=13% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">For the Period from</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">January 31, 2012</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(Inception) through</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2012</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=8 nowrap valign=bottom width=29% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=9% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Per share
  data:(1)</font></b></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-top:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  at beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.22</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.32</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.97</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Results of
  operations:</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income (loss)(2)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.32</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.19</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.01)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.01</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  (loss) gain and net change in unrealized (depreciation) appreciation on
  investments(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.17)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.02</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.20</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.02</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=56% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized
  gain and net change in unrealized appreciation on total return swap</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.33</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.91</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.02</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets resulting from operations(3)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.15</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.54</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1.10</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.05</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shareholder
  distributions:</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions
  from net investment income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.32)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.18)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions
  from net realized gains</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.40)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.55)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.64)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Distributions in
  excess of net investment income(4)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.01)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.08)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net decrease in
  net assets from shareholders' distributions</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.73)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.73)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.72)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Capital share
  transactions:</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Issuance of
  common stock above net asset value(5)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.07</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.09</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.14</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.00</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amortization of
  deferred offering expenses</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.17)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.08)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase
  (decrease) 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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.07</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.09</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.03)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.92</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  at end of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.71</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.22</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.32</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.97</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Shares of common
  stock outstanding at end of period</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">103,814,361</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">53,818,629</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15,510,178</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 nowrap valign=bottom width=13% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">500,338</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total investment
  return-net asset value(6)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.13%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6.92%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.96%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border-bottom:double black 2.25pt;border-left:none;border-right:none;border-top:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.35%)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  beginning of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">496,389</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,571</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,487</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,503</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net assets at
  end of period</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">904,326</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">496,389</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">144,571</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,487</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Average net
  assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">719,358</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">313,044</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">51,027</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,495</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio/Supplemental
  data:</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;border:none;border-bottom:none black 1.0pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of net
  investment income (loss) to average net assets(7)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.44%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.08%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.10%)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.06%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of gross
  operating expenses to average net assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.90%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4.18%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.51%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.60%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 valign=bottom width=57% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of
  expenses (before expense reimbursements from IIG and recoupment of expense
  reimbursements) to average net assets(8)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.25%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.98%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11.51%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.60%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of net
  expense recoupments (net expense reimbursements from IIG) to average net
  assets</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.65%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.40%)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(7.76%)</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(2.60%)</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ratio of net
  operating expenses to average net assets(9)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.90%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.58%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.75%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Portfolio
  turnover rate(10)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">20.94%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">68.98%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14.97%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.13%</font></p>
  </td>
 </tr>
<tr style="height:11.25pt;">
  <td colspan=2 nowrap valign=bottom width=57% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Asset coverage
  ratio(11)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.84</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.52</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2.34</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:11.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</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 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3.02</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=1% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=56% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=7% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:7.5pt;">
  <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=65% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(1)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">The per share data for the years ended December 31, 2015, 2014
  and 2013 was derived by using the weighted average shares of common stock
  outstanding during each period. The per share data for the period from
  January 31, 2012 (Inception) through December 31, 2012 was derived by using
  the weighted average shares of common stock outstanding from the commencement
  of operations on December 17, 2012 through December 31, 2012.</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=65% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(2)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Net investment income (loss) per share includes expense
  reimbursements from IIG of $0.06 and $0.72 per share for the years ended
  December 31, 2014 and 2013, respectively, and expense recoupments to IIG of
  $0.06 and $0.02 per share for the years ended December 31, 2015 and 2014,
  respectively. There were no expense reimbursements from IIG for the year
  ended December 31, 2015 and no expense recoupments to IIG for the year ended
  December 31, 2013. For the period from January 31, 2012 (Inception) through
  December 31, 2012, net investment income per share includes the expense
  reimbursements from IIG of $0.23 per share.</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=65% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(3)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">The amount shown for net realized (loss) gain and net change in
  unrealized (depreciation) appreciation on investment is the balancing figure
  derived from the other figures in the schedule. The amount shown at this
  caption for a share outstanding throughout the year may not agree with the
  change in the aggregate gains and losses in portfolio securities for the year
  because of the timing of sales and repurchases of the Company&#8217;s shares in
  relation to fluctuating market values for the portfolio. 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:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=65% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=3% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(4)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Distributions in excess of net investment income represent
  certain expenses, which are not deductible 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:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">115</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_119"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(5)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">The continuous issuance of shares of common stock may cause an
  incremental increase in net asset value per share due to the sale of shares
  at the then prevailing public offering price and the receipt of net proceeds
  per share by the Company in excess of net asset value per share on each
  subscription closing date.</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=66% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(6)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Total investment return-net asset value is a measure of the
  change in total value for shareholders who held the Company&#8217;s common stock at
  the beginning and end of the period, including distributions paid or payable
  during the period. Total investment return-net asset value is based on (i)
  the beginning period net asset value per share on the first day of the
  period, (ii) the net asset value per share on the last day of the period of
  (A) one share plus (B) any fractional shares issued in connection with the
  reinvestment of monthly distributions, and (iii) the value of distributions
  payable, if any, on the last day of the period. The total investment return-net
  asset value calculation assumes that (i) monthly cash distributions are
  reinvested in accordance with the Company's distribution reinvestment plan
  then in effect and (ii) the fractional shares issued pursuant to the
  distribution reinvestment plan then in effect were issued at 95% from January
  1, 2013 through September 30, 2013 and subsequently issued at 90% of the then
  public offering price on the date of purchase. The total investment
  return-net asset value for the period from January 31, 2012 (Inception)
  through December 31, 2012 was calculated by taking the difference between (i)
  the net asset value per share as of December 31, 2012 and (ii) the net asset
  value per share on the day the Company commenced operations (December 17,
  2012), and dividing such difference by the net asset value per share on the
  day the Company commenced operations. 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.&#160; Total returns covering less than a full year are not annualized.</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=66% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(7)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Excluding the expense reimbursements from IIG and the recoupment
  of expense reimbursements to IIG during the period, the ratio of net
  investment income (loss) to average net assets would have been 4.09%, 1.68%,
  (7.86%) and (2.54%) for the years ended December 31, 2015, 2014 and 2013, and
  for the period from January 31, 2012 (Inception) through December 31 2012,
  respectively.</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=66% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(8)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">The ratio of gross expense recoupment to IIG to average net
  assets for the years ended December 31, 2015 and 2014 were 0.65% and 0.20%,
  respectively.</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=66% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(9)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">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 years ended December 31, 2015, 2014 and 2013, and for the period from
  January 31, 2012 (Inception) through December 31, 2012 the ratios of gross
  operating expenses to average net assets, when considering recoupment of
  expense reimbursements, were 0.63%, 0.80%, 2.45% and 0.93%, respectively.</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=66% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(10)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Portfolio turnover rate is calculated using the lesser of
  year-to-date sales or purchases over the average of the invested assets at
  fair value, excluding short term investments, and is not annualized.</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=66% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=13% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:7.5pt;">
  <td nowrap valign=top width=2% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">(11)</font></p>
  </td>
 <td colspan=6 valign=top width=98% style="height:7.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black face="Times New Roman,serif" style="font-size:8.0pt;">Asset coverage ratio is equal to (i) the sum of (a) net assets
  at the end of the period and (b) total senior securities outstanding at the
  end of the period (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 December 31, 2014 only), as senior securities.
  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>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 14. Income Taxes</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="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">It is the Company's
policy to comply with all requirements of the Code applicable to RICs and to
distribute substantially all of its taxable income to its shareholders. In
addition, by distributing during each calendar year substantially all of its
net investment income, net realized capital gains and certain other amounts, if
any, the Company intends not to be subject to corporate level federal income
tax or federal excise taxes. Accordingly, no federal income tax provision was
required.</font></font><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> &nbsp;</font></font></p>

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

<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Income and
capital gain distributions are determined in accordance with the Code and
federal tax regulations, which may differ from amounts determined in accordance
with GAAP. These book/tax differences, which could be material, are primarily
due to differing treatments of income and gains on various investments held by
the Company. Permanent book/tax differences result in reclassifications to
capital in excess of par value, accumulated undistributed net investment income
and accumulated undistributed realized gain on investments. During the current
year, permanent differences primarily due to the treatment of TRS and
non-deductible share offering costs resulted in a net decrease in distributions
in excess of net investment income, a net decrease in accumulated realized
gains and a net decrease to capital in excess of par value. These
reclassifications had no effect on net assets.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">116</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_120"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="background:white;border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black style="border:none;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">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 and were
as follows for the years ended December&nbsp;31, 2015, 2014 and 2013:</font></font></p>

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

<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=14 nowrap valign=bottom width=65% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Years Ended December 31,</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:11.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=4 nowrap valign=bottom width=21% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">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 align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 nowrap valign=bottom width=21% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td nowrap valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=4 nowrap valign=bottom width=21% style="border-bottom:solid black 1.0pt;border-left:none;border-right:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2013</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=35% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Amount</font></b></p>
  </td>
 <td valign=bottom width=1% style="border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Percentage</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=35% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ordinary income</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=33% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Ordinary income
  (before expense reimbursements)(1)</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,268</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">22,505</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">91.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">15</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.4%</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=33% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Expense
  reimbursements</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,880</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7.6%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B6DDE8;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,959</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">99.6%</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td colspan=2 valign=bottom width=35% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Realized long
  term capital gains</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">162</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.7%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;border-bottom:solid black 1.0pt;height:12.75pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">-</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td colspan=2 valign=bottom width=35% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Total</font></b></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">57,268</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 3.0pt 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">24,547</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,974</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">100.0%</font></p>
  </td>
 </tr>
<tr style="height:4.5pt;">
  <td nowrap valign=bottom width=2% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=33% style="border:none;border-bottom:solid black 1.0pt;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=2% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=8% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="border:none;height:4.5pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face=Calibri,sans-serif style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 </tr>
</table></div>



<div align=left><table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="height:5.25pt;">
  <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=38% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=11% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=14% style="height:5.25pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:5.0pt;">&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:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1)</font></p>
  </td>
 <td colspan=10 nowrap valign=bottom width=97% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Includes net
  short term capital gains of $31,874, $18,365 and $3,523 for the years ended
  December 31, 2015, 2014 and 2013, respectively.</font></p>
  </td>
 </tr>
</table></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;">&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;">See Note 5, Distributions, for further
information.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31, 2015 and 2014, the
components of accumulated earnings on a tax basis were as follows:</font></font></p>

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

<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=60% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2015</font></b></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=19% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31, 2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=60% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net unrealized
  depreciation on investments and total return swap</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="background:#B7DEE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(64,137)</font></p>
  </td>
 <td valign=bottom width=2% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</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 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(6,059)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=60% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(64,137)</font></p>
  </td>
 <td valign=bottom width=2% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=16% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(6,059)</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31, 2015, the aggregate
gross unrealized appreciation for all securities in which there was an excess
of value over tax cost was $3,728; the aggregate gross unrealized depreciation
for all securities in which there was an excess of tax cost over value was $67,865;
the net unrealized depreciation was $64,137; and the aggregate cost of
securities for Federal income tax purposes was $699,036.</font></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">As of December 31, 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 appreciation was $6,059; and the aggregate cost of
securities for Federal income tax purposes was $363,564.</font></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">117</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_121"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">December
31, 2015</font></b></font></font></b></p>

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

<p align=center style="border:none;margin:0in;margin-bottom:.0001pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><b><font style="mso-bidi-font-weight:normal;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:5.0pt;">&nbsp;</font></b></font></font></b></p>


</DIV>
<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Note 15. Selected Quarterly Financial Data (unaudited)</font></b></font></p>

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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The following is the selected quarterly
financial data as of and for the years ended December 31, 2015 and 2014. The
following information reflects all adjustments, which are of a normal recurring
nature, considered necessary for a fair presentation. The operating results for
any quarter are not necessarily indicative of results for any future period:</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=47% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=47% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Quarter Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31,</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30,</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2015</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment
  income</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8,914</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">11,918</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,833</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% 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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">17,144</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  income</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,131</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,506</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">7,912</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,213</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized and
  unrealized gain (loss) on investments and total return swap</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">14,695</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,232</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(11,502)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(35,629)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase
  (decrease) in net assets resulting from operations</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">16,826</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">10,738</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(3,590)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(25,416)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase
  (decrease) in net assets resulting from operations per share of common stock</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B7DEE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.29</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.15</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.04)</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(0.26)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  per share of common stock at end of quarter</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.35</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.33</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.13</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">8.71</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="background:#B7DEE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted average
  shares of common stock outstanding</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">58,939,554</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">72,323,545</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">84,923,397</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">97,313,961</font></p>
  </td>
 </tr>
<tr style="height:12.75pt;">
  <td valign=bottom width=47% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=10% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=9% style="border:none;height:12.75pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td nowrap valign=bottom width=47% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Quarter Ended</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">March 31,</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">June 30,</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 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:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">September 30,</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></b></p>
  </td>
 <td colspan=2 valign=bottom width=12% style="border:none;border-bottom:solid black 1.0pt;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">December 31,</font></b></p>
  <p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2014</font></b></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Investment
  income</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,201</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">3,634</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">5,081</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;border:none;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">$</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;border:none;border-top:solid black 1.0pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">6,797</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net investment
  (loss) income</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(249)</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">64</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,573</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,132</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="background:#B6DDE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net realized and
  unrealized gain (loss) on investments and total return swap</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,956</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,428</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">1,565</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">(1,134)</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets resulting from operations</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,707</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,492</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">4,138</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">2,998</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="background:#B6DDE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net increase in
  net assets resulting from operations per share of common stock</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=10% style="background:#B6DDE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.24</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.16</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.11</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="background:#B6DDE8;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">0.06</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Net asset value
  per share of common stock at end of quarter</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.40</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.38</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.31</font></p>
  </td>
 <td valign=bottom width=1% style="height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=9% style="border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 5.0pt 0in 2.0pt;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">9.22</font></p>
  </td>
 </tr>
<tr style="height:12.0pt;">
  <td valign=bottom width=47% style="background:#B6DDE8;height:12.0pt;padding:0in 2.0pt 0in 2.0pt;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">Weighted average
  shares of common stock outstanding</font></p>
  </td>
 <td valign=bottom width=1% style="background:#B6DDE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">19,995,555</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">28,393,882</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">37,849,989</font></p>
  </td>
 <td nowrap valign=bottom width=1% style="background:#B7DEE8;height:12.0pt;padding:0in 0in 0in 0in;">
  <p align=right style="margin:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=3% style="background:#B7DEE8;border:none;border-bottom:double black 2.25pt;height:12.0pt;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:.0001pt;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td nowrap valign=bottom width=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:0in;margin-bottom:.0001pt;text-align:right;"><font color=black face="Times New Roman,serif" style="font-size:9.0pt;">47,729,930</font></p>
  </td>
 </tr>
</table></div>



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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The sum of quarterly per share amounts does
not equal per share amounts reported for the years ended December 31, 2015 and
2014. This is due to changes in the number of weighted-average shares
outstanding and the effects of rounding for each period.&#160; </font></font></p>

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



<font color=black face="Times New Roman,serif" style="border:none;">
&nbsp;</font>



<p style="margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a name=Item9></a><a name="Item9_bclEnd"></a></p>
<DIV bclFooter>


<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font style="border:none;mso-fareast-font-family:Calibri;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">118</font></font></font><font style="border:none;mso-fareast-font-family:Calibri;">&nbsp;</font></p>


</DIV>
</DIV><HR noshade STYLE="page-break-after: always" align="center" width="100%" size=2><a name="page_122"></a><DIV bclPageBorder STYLE="PADDING-TOP: 0in; PADDING-BOTTOM: 0in; WIDTH: 100%; PADDING-RIGHT: 0in; PADDING-LEFT: 0in">

<DIV bclHeader>


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


</DIV>
<p style="margin:0in;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
9. Changes in and Disagreements With Accountants on Accounting and Financial
Disclosure</font></b></p>

<p style="margin:0in;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:115%;">None.</font></p>

<p style="margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a name=Item9AControlsandProcedures></a><a name=Item9A></a><a name="Item9A_bclEnd"></a><a name="Item9AControlsandProcedures_bclEnd"></a><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item 9A.&nbsp;Controls
and Procedures</font></b></p>

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

<p style="margin:0in;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" lang=EN-US style="background:white;font-size:9.0pt;line-height:normal;">In connection with the preparation of this Annual Report on
Form 10-K </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">for
the year ended December 31, 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></p>

<p style="background:white;margin:0in;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" 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></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Management's
Annual Report on Internal Control Over Financial Reporting </font></i></p>

<p style="margin:0in;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:9.0pt;line-height:normal;">&nbsp;</font></p>

<p style="margin:0in;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;">Our management is responsible for
establishing and maintaining adequate internal control over financial
reporting. As defined in Exchange
Act Rules&nbsp;13a-15(f)
and 15d-15(f), internal control over financial reporting is a process designed
by, or under the supervision of, our principal executive and principal
financial officers, or persons performing similar functions, and effected by
our board of directors, management and other personnel, to provide reasonable
assurance regarding the reliability of financial reporting and the preparation
of consolidated financial statements for external purposes in accordance with
GAAP. </font></p>

<p style="margin:0in;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:9.0pt;line-height:normal;">&nbsp;</font></p>

<p style="margin:0in;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;">Our internal control over financial
reporting includes those policies and procedures that: </font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:22.5pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">1.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Pertain
to the maintenance of records that, in reasonable detail, accurately and fairly
reflect our transactions and our dispositions of assets; </font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">2.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Provide
reasonable assurance that our transactions are recorded as necessary to permit
preparation of consolidated financial statements in accordance with generally
accepted accounting principles, and that our receipts and expenditures are
being made only in accordance with authorizations of our management and board
of directors;&nbsp;and </font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">3.</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Provide
reasonable assurance regarding prevention or timely detection of unauthorized
acquisition, use or disposition of our assets that could have a material effect
on the consolidated financial statements. </font></p>

<p style="margin:0in;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:9.0pt;line-height:normal;">&nbsp;</font></p>

<p style="margin:0in;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;">Because of its inherent limitations, a
system of internal control over financial reporting can provide only reasonable
assurance with respect to financial statement preparation and presentation and
may not prevent or detect misstatements. Also, projections of any evaluation of
effectiveness to future periods are subject to the risk that controls may
become inadequate because of changes in conditions, or that the degree of
compliance with the policies or procedures may deteriorate. </font></p>

<p style="margin:0in;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:9.0pt;line-height:normal;">&nbsp;</font></p>

<p style="margin:0in;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;">In
connection with the preparation of our annual consolidated financial
statements, our management has conducted an assessment of the effectiveness of
our internal control over financial reporting based on the framework set forth
in </font><i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Internal Control-Integrated Framework</font></i><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;"> issued by the Committee of
Sponsoring Organizations of the Treadway Commission (&#8220;COSO&#8221;) in 2013.&nbsp;
Management's assessment included an evaluation of the design of our internal
control over financial reporting and testing of the operational effectiveness
of those controls. Based on this evaluation, we have concluded that, as of
December&nbsp;31, 2015, our internal control over financial reporting was
effective to provide reasonable assurance regarding the reliability of
financial reporting and the preparation of financial statements for external
purposes in accordance with GAAP. </font></font></p>

<p style="margin:0in;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;">Pursuant to rules established by the
SEC, this annual report does not include an attestation report of our
independent registered public accounting firm regarding internal control over
financial reporting.<a name=PARTIII></a><a name="PARTIII_bclEnd"></a></font></p>


<DIV bclFooter>


<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">119</font></font></font><font face="Times New Roman,serif" style="border:none;">&nbsp;</font></p>


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


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

<p style="border:none;margin:0in;margin-bottom:.0001pt;text-align:justify;"><font color=black style="border:none;"><b><font color=black 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:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">There have been no
changes in our internal control over financial reporting during the three
months ended December 31, 2015 that have materially affected, or are reasonably
likely to materially affect, our internal control over financial reporting.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><a name=ITEM9BOtherInformation></a><a name=Item9B></a><a name="Item9B_bclEnd"></a><a name="ITEM9BOtherInformation_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 9B. Other Information</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Not applicable.</font></font><a name="PARTIII_0"></a><a name="PARTIII_0_bclEnd"></a></p>

<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;text-align:center;"><a name="PARTIII_1"></a><a name=Part3></a><a name="Part3_bclEnd"></a><a name="PARTIII_1_bclEnd"></a></p>
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<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">120</font></font></font><font face="Times New Roman,serif" style="border:none;">&nbsp;</font></p>


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


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

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">We will file a
definitive Proxy Statement for our 2016 Annual Meeting of Shareholders with the
SEC pursuant to Regulation 14A promulgated under the Exchange Act, not later
than 120 days after the end of our fiscal year. Accordingly, certain
information required by Part III has been omitted under General Instruction
G(3) to Form 10-K. Only those sections of our definitive Proxy Statement that
specifically address the items set forth herein are incorporated by reference. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><a name=Item10DirectorsExecutiveOfficersa></a><a name=Item10></a><a name="Item10_bclEnd"></a><a name="Item10DirectorsExecutiveOfficersa_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 10. Directors, Executive Officers and
Corporate Governance</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The information
required by Item 10 is hereby incorporated by reference from our definitive
Proxy Statement relating to our 2016 Annual Meeting of Shareholders, to be
filed with the SEC within 120 days following the end of our fiscal year.&#160; </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><a name=Item11ExecutiveCompensation></a><a name=Item11></a><a name="Item11_bclEnd"></a><a name="Item11ExecutiveCompensation_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 11. Executive Compensation</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The information
required by Item 11 is hereby incorporated by reference from our definitive
Proxy Statement relating to our 2016 Annual Meeting of Shareholders, to be
filed with the SEC within 120 days following the end of our fiscal year. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><a name=Item12SecurityOwnershipofCertainB></a><a name=Item12></a><a name="Item12_bclEnd"></a><a name="Item12SecurityOwnershipofCertainB_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 12. Security Ownership of Certain
Beneficial Owners and Management and Related Shareholder Matters</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The information
required by Item 12 is hereby incorporated by reference from our definitive
Proxy Statement relating to our 2016 Annual Meeting of Shareholders, to be
filed with the SEC within 120 days following the end of our fiscal year. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><a name=Item13CertainRelationshipsandRela></a><a name=Item13></a><a name="Item13_bclEnd"></a><a name="Item13CertainRelationshipsandRela_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 13. Certain Relationships and Related
Transactions, and Director Independence</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The information
required by Item 13 is hereby incorporated by reference from our definitive Proxy
Statement relating to our 2016 Annual Meeting of Shareholders, to be filed with
the SEC within 120 days following the end of our fiscal year. </font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><a name=Item14PrincipalAccountingFeesandS></a><a name=Item14></a><a name="Item14_bclEnd"></a><a name="Item14PrincipalAccountingFeesandS_bclEnd"></a><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Item 14. Principal Accounting Fees and
Services</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The information
required by Item 14 is hereby incorporated by reference from our definitive
Proxy Statement relating to our 2016 Annual Meeting of Shareholders, to be
filed with the SEC within 120 days following the end of our fiscal year. </font></font></p>

<p align=center style="margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><a name=Part4></a><a name="Part4_bclEnd"></a></p>
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<p align=center style="border:none;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;mso-border-shadow:yes;mso-padding-alt:31.0pt 31.0pt 31.0pt 31.0pt;text-align:center;"><font face="Times New Roman,serif" style="border:none;"><font style="mso-no-proof:yes;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">121</font></font></font><font face="Times New Roman,serif" style="border:none;">&nbsp;</font></p>


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


</DIV>
<p align=center style="margin:0in;margin-bottom:10.0pt;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:115%;">PART
IV</font></b></p>

<p style="margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><a name=Item15ExhibitsandFinancialStateme></a><a name=Item15></a><a name="Item15_bclEnd"></a><a name="Item15ExhibitsandFinancialStateme_bclEnd"></a><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">Item
15. Exhibits, Financial Statement Schedules</font></b></p>

<p style="margin:0in;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%;">(a)&#160;&#160;&#160;&#160; 1.&#160;&#160;&#160;&#160; Financial
Statements</font></b></p>

<p style="margin:0in;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%;">&#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; </font></b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">See
the index to consolidated financial statements included as Item 8 to this
Annual Report on Form 10-K hereof.</font></p>

<p style="margin:0in;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%;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 2.&#160;&#160;&#160;&#160; Financial
Statement Schedules</font></b></p>

<p style="margin:0in;margin-bottom:10.0pt;margin-left:58.5pt;margin-right:0in;margin-top:0in;text-indent:-58.5pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">&#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; Schedules
not listed above have been omitted because they are not applicable or the information
required to be set forth therein is included in the consolidated financial
statements or notes thereto.</font></p>

<p style="margin:0in;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%;">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; 3.&#160;&#160;&#160;&#160; 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:0in;margin-bottom:6.0pt;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:0in;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:0in;margin-bottom:6.0pt;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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
  Pre-Effective Amendment No. 2 to Registrant&#8217;s Registration Statement on Form
  N-2 filed with the SEC on January 8, 2016 (File No. 333-203683)).&#160; </font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;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:0in;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:0in;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;">Fourth 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
  January 27, 2016 (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:0in;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:0in;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:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Investment
  Advisory Agreement by and between C&#298;ON Investment Corporation and
  C&#298;ON Investment Management, LLC (Incorporated by reference to Exhibit
  (G)(1) to Pre-Effective Amendment No. 4 to Registrant&#8217;s Registration
  Statement on Form N-2 filed with the SEC on June 29, 2012 (File No.
  333-178646)).</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;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>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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>
</table></div>



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</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:0in;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:0in;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:0in;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="border:none;padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:center;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 <td valign=top width=90% style="border:none;padding:0in 0in 0in 0in;">
  <p style="margin:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">&nbsp;</font></p>
  </td>
 </tr>
<tr>
  <td valign=top width=9% style="padding:0in 0in 0in 0in;">
  <p align=center style="margin:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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 (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:0in;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:0in;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:0in;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;">Eleventh
  Amended and Restated Confirmation Letter Agreement dated as of February 18,
  2016, 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 February 24, 2016 (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:0in;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="padding:0in 0in 0in 0in;">
  <p style="margin:0in;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:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face="Times New Roman,serif" style="font-size:9.0pt;line-height:normal;">Second Amended
  and Restated Expense Support and Conditional Reimbursement Agreement dated as
  of December 16, 2015, by and among C&#298;ON Investment Corporation, ICON
  Investment Group, LLC and Apollo Investment Management, L.P. (Incorporated by
  reference to Exhibit 10.1 to Registrant&#8217;s Current Report on Form 8-K filed
  with the SEC on December 18, 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:0in;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;">10.10</font></p>
  </td>
 <td valign=bottom width=1% style="padding:0in 0in 0in 0in;">
  <p style="margin:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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 (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:0in;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:0in;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:0in;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;">First Amendment
  to Loan and Security Agreement, dated as of January 28, 2016, 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 February 3, 2016 (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:0in;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:0in;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:0in;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 (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:0in;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:0in;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:0in;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
  (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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;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:0in;margin-bottom:10.0pt;margin-left:0in;margin-right:0in;margin-top:0in;text-align:justify;"><font face=Calibri,sans-serif lang=EN-US style="font-size:11.0pt;line-height:115%;">&#160;&nbsp;</font></p>


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


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<p align=center style="border:none;margin:0in;margin-bottom:10.0pt;text-align:center;"><font style="border:none;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:115%;">SIGNATURES</font></b></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pursuant to the
requirements of Section 13 or 15(d) of the Securities Exchange Act of 1934, the
registrant has duly caused this report to be signed on its behalf by the
undersigned, thereunto duly authorized.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date: March 11, 2016</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><a name=Sigs></a><a name="Sigs_bclEnd"></a><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON
Investment Corporation<br>
(Registrant)</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">/s/ Michael A. Reisner<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160; Michael A. Reisner<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; Co-Chief Executive Officer and Co-President</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">/s/ Mark Gatto<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160; Mark Gatto<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; Co-Chief Executive Officer and Co-President</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;text-indent:.5in;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Pursuant to the
requirements of the Securities Exchange Act of 1934, this report has been
signed below by the following persons on behalf of the registrant and in the
capacities and on the dates indicated.</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;text-align:justify;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date: March 11, 2016</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation<br>
(Registrant)</font></font></p>

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

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

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

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">/s/ Robert A. Breakstone<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160; Robert A. Breakstone<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; Director</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">/s/ James J. Florio<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160; James J. Florio<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; Director</font></font></p>

<p style="border:none;margin:0in;margin-bottom:10.0pt;"><font style="border:none;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">By:&#160; </font><u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">/s/ Aron I. Schwartz<br>
</font></u><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;&#160;&#160;&#160;&#160;&#160;&#160; Aron I. Schwartz<br>
&#160;&#160;&#160;&#160;&#160;&#160;&#160; Director</font></font></p>




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<DOCUMENT>
<TYPE>EX-31.1
<SEQUENCE>2
<FILENAME>ex-31.1.htm
<DESCRIPTION>CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


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<p align=right style="margin:0in;margin-bottom:12.0pt;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;31.1</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">PURSUANT TO SECTION&nbsp;302 OF THE
SARBANES-OXLEY ACT OF 2002</font></b></p>

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

<p style="margin:0in;margin-bottom:12.0pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Michael A. Reisner, certify that:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.&#160;&#160;&#160;&#160; I have reviewed this Annual Report on Form&nbsp;10-K of C&#298;ON
Investment Corporation;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.&#160;&#160;&#160;&#160; Based on my knowledge, this report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make
the statements made, in light of the circumstances under which such statements
were made, not misleading with respect to the period covered by this report;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">3.&#160;&#160;&#160;&#160; Based on my knowledge, the financial statements, and other
financial information included in this report, fairly present in all material
respects the financial condition, results
of operations and cash flows of the
registrant as of, and for, the periods presented in this report;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">4.&#160;&#160;&#160;&#160; I am responsible for establishing and maintaining disclosure
controls and procedures (as defined in Exchange Act Rules&nbsp;13a-15(e) and
15d-15(e)) and internal control over financial reporting (as defined in
Exchange Act Rules 13a-15(f) and 15(d)-15(f)) for the registrant and have:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; Designed such disclosure controls and
procedures, or caused such disclosure controls and procedures to be designed
under my supervision, to ensure that material information relating to the
registrant, including its consolidated
subsidiaries, is made known to me by
others within those entities, particularly during the period in which this report
is being prepared;</font></p>

<p style="margin-bottom:.0001pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(b)</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&nbsp;&nbsp;&nbsp;&nbsp; </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Designed such
internal control over financial reporting, or caused such internal control over
financial reporting to be designed under my supervision, to provide reasonable
assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally
accepted accounting principles;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(c)&#160;&#160;&#160; Evaluated the effectiveness of the registrant&#8217;s
disclosure controls and procedures and presented in this report my conclusions
about the effectiveness of the disclosure controls and procedures, as of the end
of the period covered by this report based on such evaluation; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(d)&#160;&#160; Disclosed in this report any change in the
registrant&#8217;s internal control over financial reporting that occurred during the
registrant&#8217;s most recent fiscal quarter (the registrant&#8217;s fourth fiscal quarter
in the case of an annual report) that has materially affected, or is reasonably
likely to materially affect, the registrant&#8217;s internal control over financial
reporting; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">5.&#160;&#160;&#160;&#160; I have disclosed, based on my most recent evaluation of internal
control over financial reporting, to the registrant&#8217;s auditors and the audit
committee of the registrant&#8217;s board of directors (or persons performing the
equivalent functions):</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; All significant deficiencies and material
weaknesses in the design or operation of internal control over financial
reporting which are reasonably likely to adversely affect the registrant&#8217;s
ability to record, process, summarize and report financial information; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(b)&#160;&#160; Any fraud, whether or not material, that involves
management or other employees who have a significant role in the registrant&#8217;s
internal control over financial reporting.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
March 11, 2016</font></p>

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

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Michael A. Reisner</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Michael
  A. Reisner<br>
  Co-Chief Executive Officer and Co-President</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Executive Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

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<DOCUMENT>
<TYPE>EX-31.2
<SEQUENCE>3
<FILENAME>ex-31.2.htm
<DESCRIPTION>CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;31.2</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">PURSUANT TO SECTION&nbsp;302 OF THE
SARBANES-OXLEY ACT OF 2002</font></b></p>

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

<p style="margin:0in;margin-bottom:12.0pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Mark Gatto, certify that:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.&#160;&#160;&#160;&#160; I have reviewed this Annual Report on Form&nbsp;10-K of C&#298;ON
Investment Corporation;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.&#160;&#160;&#160;&#160; Based on my knowledge, this report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make
the statements made, in light of the circumstances under which such statements
were made, not misleading with respect to the period covered by this report;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">3.&#160;&#160;&#160;&#160; Based on my knowledge, the financial statements, and other
financial information included in this report, fairly present in all material
respects the financial condition, results
of operations and cash flows of the
registrant as of, and for, the periods presented in this report;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">4.&#160;&#160;&#160;&#160; I am responsible for establishing and maintaining disclosure
controls and procedures (as defined in Exchange Act Rules&nbsp;13a-15(e) and
15d-15(e)) and internal control over financial reporting (as defined in
Exchange Act Rules 13a-15(f) and 15(d)-15(f)) for the registrant and have:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; Designed such disclosure controls and
procedures, or caused such disclosure controls and procedures to be designed
under my supervision, to ensure that material information relating to the
registrant, including its consolidated
subsidiaries, is made known to me by
others within those entities, particularly during the period in which this report
is being prepared;</font></p>

<p style="margin-bottom:.0001pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(b)</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&nbsp;&nbsp;&nbsp;&nbsp; </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Designed such
internal control over financial reporting, or caused such internal control over
financial reporting to be designed under my supervision, to provide reasonable
assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally
accepted accounting principles;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:.75in;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:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(c)&#160;&#160;&#160; Evaluated the effectiveness of the registrant&#8217;s
disclosure controls and procedures and presented in this report my conclusions
about the effectiveness of the disclosure controls and procedures, as of the end
of the period covered by this report based on such evaluation; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(d)&#160;&#160; Disclosed in this report any change in the
registrant&#8217;s internal control over financial reporting that occurred during the
registrant&#8217;s most recent fiscal quarter (the registrant&#8217;s fourth fiscal quarter
in the case of an annual report) that has materially affected, or is reasonably
likely to materially affect, the registrant&#8217;s internal control over financial
reporting; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">5.&#160;&#160;&#160;&#160; I have disclosed, based on my most recent evaluation of internal
control over financial reporting, to the registrant&#8217;s auditors and the audit
committee of the registrant&#8217;s board of directors (or persons performing the
equivalent functions):</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; All significant deficiencies and material
weaknesses in the design or operation of internal control over financial
reporting which are reasonably likely to adversely affect the registrant&#8217;s
ability to record, process, summarize and report financial information; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(b)&#160;&#160; Any fraud, whether or not material, that involves
management or other employees who have a significant role in the registrant&#8217;s
internal control over financial reporting.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
March 11, 2016</font></p>

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

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Mark Gatto</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Mark
  Gatto<br>
  Co-Chief Executive Officer and Co-President</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Executive Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

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




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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-31.3
<SEQUENCE>4
<FILENAME>ex-31.3.htm
<DESCRIPTION>CERTIFICATION OF CHIEF FINANCIAL OFFICER PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;31.3</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CHIEF FINANCIAL OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">PURSUANT TO SECTION&nbsp;302 OF THE
SARBANES-OXLEY ACT OF 2002</font></b></p>

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

<p style="margin:0in;margin-bottom:12.0pt;text-align:justify;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Keith S. Franz, certify that:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.&#160;&#160;&#160;&#160; I have reviewed this Annual Report on Form&nbsp;10-K of C&#298;ON
Investment Corporation;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.&#160;&#160;&#160;&#160; Based on my knowledge, this report does not contain any untrue
statement of a material fact or omit to state a material fact necessary to make
the statements made, in light of the circumstances under which such statements
were made, not misleading with respect to the period covered by this report;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">3.&#160;&#160;&#160;&#160; Based on my knowledge, the financial statements, and other
financial information included in this report, fairly present in all material
respects the financial condition, results
of operations and cash flows of the
registrant as of, and for, the periods presented in this report;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">4.&#160;&#160;&#160;&#160; I am responsible for establishing and maintaining disclosure
controls and procedures (as defined in Exchange Act Rules&nbsp;13a-15(e) and
15d-15(e)) and internal control over financial reporting (as defined in
Exchange Act Rules 13a-15(f) and 15(d)-15(f)) for the registrant and have:</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; Designed such disclosure controls and
procedures, or caused such disclosure controls and procedures to be designed
under my supervision, to ensure that material information relating to the
registrant, including its consolidated
subsidiaries, is made known to me by
others within those entities, particularly during the period in which this report
is being prepared;</font></p>

<p style="margin-bottom:.0001pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">(b)</font><font face="Times New Roman" lang=EN-US style="font-size:7.0pt;line-height:normal;">&nbsp;&nbsp;&nbsp;&nbsp; </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;line-height:normal;">Designed such
internal control over financial reporting, or caused such internal control over
financial reporting to be designed under my supervision, to provide reasonable
assurance regarding the reliability of financial reporting and the preparation
of financial statements for external purposes in accordance with generally
accepted accounting principles;</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(c)&#160;&#160;&#160; Evaluated the effectiveness of the registrant&#8217;s
disclosure controls and procedures and presented in this report my conclusions
about the effectiveness of the disclosure controls and procedures, as of the end
of the period covered by this report based on such evaluation; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(d)&#160;&#160; Disclosed in this report any change in the
registrant&#8217;s internal control over financial reporting that occurred during the
registrant&#8217;s most recent fiscal quarter (the registrant&#8217;s fourth fiscal quarter
in the case of an annual report) that has materially affected, or is reasonably
likely to materially affect, the registrant&#8217;s internal control over financial
reporting; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:.5in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">5.&#160;&#160;&#160;&#160; I have disclosed, based on my most recent evaluation of internal
control over financial reporting, to the registrant&#8217;s auditors and the audit
committee of the registrant&#8217;s board of directors (or persons performing the
equivalent functions):</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(a)&#160;&#160;&#160; All significant deficiencies and material
weaknesses in the design or operation of internal control over financial
reporting which are reasonably likely to adversely affect the registrant&#8217;s
ability to record, process, summarize and report financial information; and</font></p>

<p style="margin:0in;margin-bottom:12.0pt;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">(b)&#160;&#160; Any fraud, whether or not material, that involves
management or other employees who have a significant role in the registrant&#8217;s
internal control over financial reporting.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
March 11, 2016</font></p>

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

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Keith S. Franz</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Keith
  S. Franz<br>
  Chief Financial Officer</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Financial and Accounting Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=49% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=bottom width=51% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.1
<SEQUENCE>5
<FILENAME>ex-32.1.htm
<DESCRIPTION>CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER PURSUANT TO 18 U.S.C. SECTION 1350, AS ADOPTED PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;page-break-after:avoid;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;32.1</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;PURSUANT TO 18 U.S.C. SECTION&nbsp;1350,</font></b></p>

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

<p align=center style="margin:0in;margin-bottom:12.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">SECTION&nbsp;906 OF THE SARBANES&#8209;OXLEY ACT
OF&nbsp;2002</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Michael A. Reisner, </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Co-Chief Executive Officer and Co-President</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, in connection with the Annual Report of </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> (the &#8220;Company&#8221;) on Form 10-K for the year ended December 31, 2015, as
filed with the Securities and Exchange Commission on the date hereof (the &#8220;Annual
Report&#8221;), certify, pursuant to Section 906 of the Sarbanes-Oxley Act of 2002,
that:</font></p>

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

<p style="margin-bottom:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Annual Report fully
complies with the requirements of Section&nbsp;13(a)&nbsp;or 15(d)&nbsp;of the
Securities Exchange Act of 1934, as amended; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin-bottom:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The information
contained in the Annual Report fairly presents, in all material respects, the
financial condition and results of operations of the Company.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
March 11, 2016</font></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Michael A. Reisner</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Michael
  A. Reisner<br>
  Co-Chief Executive Officer and Co-President</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Executive Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

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




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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.2
<SEQUENCE>6
<FILENAME>ex-32.2.htm
<DESCRIPTION>CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER PURSUANT TO 18 U.S.C. SECTION 1350, AS ADOPTED PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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&nbsp;</head>

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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;margin-left:0in;margin-right:.5pt;margin-top:0in;page-break-after:avoid;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;32.2</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">CERTIFICATION OF CO-CHIEF EXECUTIVE OFFICER</font></b></p>

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;PURSUANT TO 18 U.S.C. SECTION&nbsp;1350,</font></b></p>

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

<p align=center style="margin:0in;margin-bottom:12.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">SECTION&nbsp;906 OF THE SARBANES&#8209;OXLEY ACT
OF&nbsp;2002</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Mark Gatto, </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Co-Chief Executive Officer and Co-President</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">, in connection with the Annual Report of </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> (the &#8220;Company&#8221;) on Form 10-K for the year ended December 31, 2015, as
filed with the Securities and Exchange Commission on the date hereof (the
&#8220;Annual Report&#8221;), certify, pursuant to Section 906 of the Sarbanes-Oxley Act of
2002, that:</font></p>

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

<p style="margin-bottom:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Annual Report fully
complies with the requirements of Section&nbsp;13(a)&nbsp;or 15(d)&nbsp;of the
Securities Exchange Act of 1934, as amended; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin-bottom:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The information
contained in the Annual Report fairly presents, in all material respects, the
financial condition and results of operations of the Company.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
March 11, 2016</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Mark Gatto</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Mark
  Gatto<br>
  Co-Chief Executive Officer and Co-President</font></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Executive Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

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




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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-32.3
<SEQUENCE>7
<FILENAME>ex-32.3.htm
<DESCRIPTION>CERTIFICATION OF CHIEF FINANCIAL OFFICER PURSUANT TO 18 U.S.C. SECTION 1350, AS ADOPTED PURSUANT TO SECTION 906 OF THE SARBANES-OXLEY ACT OF 2002
<TEXT>

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<meta content="text/html; charset=utf-8" />




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<p style="margin:0in;margin-bottom:.0001pt;tab-stops:center 3.25in right 6.5in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:10.0pt;">&nbsp;</font></p>


</DIV>
<p align=right style="margin:0in;margin-bottom:12.0pt;page-break-after:avoid;text-align:right;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Exhibit&nbsp;32.3</font></b></p>

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

<p align=center style="margin:0in;margin-bottom:.0001pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&#160;PURSUANT TO 18 U.S.C. SECTION&nbsp;1350,</font></b></p>

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

<p align=center style="margin:0in;margin-bottom:12.0pt;text-align:center;"><b><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">SECTION&nbsp;906 OF THE SARBANES&#8209;OXLEY ACT
OF&nbsp;2002</font></b></p>

<p style="margin:0in;margin-bottom:.0001pt;text-align:justify;text-indent:.5in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">I, Keith S. Franz, Chief Financial Officer, in connection with the Annual Report of </font><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">C&#298;ON Investment Corporation</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;"> (the &#8220;Company&#8221;) on Form 10-K for the year ended December 31, 2015, as
filed with the Securities and Exchange Commission on the date hereof (the
&#8220;Annual Report&#8221;), certify, pursuant to Section 906 of the Sarbanes-Oxley Act of
2002, that:</font></p>

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

<p style="margin-bottom:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">1.</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The Annual Report fully
complies with the requirements of Section&nbsp;13(a)&nbsp;or 15(d)&nbsp;of the
Securities Exchange Act of 1934, as amended; and</font></p>

<p style="margin:0in;margin-bottom:.0001pt;margin-left:1.0in;text-align:justify;text-indent:-.25in;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin-bottom:0in;margin-left:1.0in;margin-right:0in;margin-top:0in;text-align:justify;text-indent:-.25in;"><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">2.</font><font color=black face="Times New Roman" lang=EN-US style="font-size:7.0pt;">&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;
</font><font color=black face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">The information
contained in the Annual Report fairly presents, in all material respects, the
financial condition and results of operations of the Company.</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">Date:
March 11, 2016</font></p>

<p style="margin:0in;margin-bottom:12.0pt;"><font face="Times New Roman,serif" lang=EN-US style="font-size:9.0pt;">&nbsp;</font></p>

<div align=center>

<table border=0 cellpadding=0 cellspacing=0 style="border-collapse:collapse;width:100%;">
 <tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <div style="border:none;border-bottom:solid windowtext 1.0pt;padding:0in 0in 0in 0in;">
  <p style="border:none;margin:0in;margin-bottom:1.0pt;padding:0in;"><font face="Times New Roman,serif" style="font-size:9.0pt;">/s/ Keith S. Franz</font></p>
  </div>

  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">Keith
  S. Franz<br>
  Chief Financial Officer</font><i><font face="Times New Roman,serif" style="font-size:9.0pt;"> &nbsp;</font></i></p>
  <p style="margin:0in;margin-bottom:1.0pt;"><i><font face="Times New Roman,serif" style="font-size:9.0pt;">(Principal Financial and Accounting Officer)</font></i></p>
  </td>
 </tr>
<tr style="page-break-inside:avoid;">
  <td valign=top width=42% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;margin-left:10.0pt;margin-right:0in;margin-top:0in;text-indent:-10.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">&nbsp;</font></p>
  </td>
 <td valign=top width=58% style="padding:0in .05in 0in .05in;">
  <p style="margin:0in;margin-bottom:1.0pt;"><font face="Times New Roman,serif" style="font-size:9.0pt;">C&#298;ON
  Investment Corporation</font></p>
  </td>
 </tr>
</table>


</div>

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




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</SEC-DOCUMENT>
